Date: 2012-10-05 03:43:56Probability theory Stochastic processes Mathematical analysis Probability Brownian motion It calculus FeynmanKac formula Stochastic calculus Quadratic variation Lvy process It diffusion Wiener process | | 8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its oriAdd to Reading ListSource URL: www.cmap.polytechnique.frDownload Document from Source Website File Size: 185,24 KBShare Document on Facebook
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