학술논문
THE IT^O INTEGRAL WITH RESPECT TO ANALOGUE OF WIENER PROCESS
이용수 2
- 영문명
- 발행기관
- 충청수학회
- 저자명
- Kun Sik Ryu
- 간행물 정보
- 『Journal of the Chungcheong Mathematical Society』Volume 25, No. 4, 691~701쪽, 전체 11쪽
- 주제분류
- 자연과학 > 자연과학일반
- 파일형태
- 발행일자
- 2012.11.30
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국문 초록
영문 초록
In this note, we de¯ne the It^o integral with respect to analogue of Wiener process and investigate its various properties and examples.
목차
1. Introduction
2. Analogue of Wiener process and martingales of analogue of Wiener process
3. The It^o Integral on the Analogue of Wiener Space
4. It^o formula for the Analogue of Wiener Process
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