Title |
On Itô's formula for multidimensional Brownian motion / Hans Föllmer, Philip Protter |
|---|---|
Involved |
Hans Föllmer (Verfasser) |
Published |
Berlin: Humboldt-Universität zu Berlin |
Extent |
Online-Ressource |
Language |
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Country |
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Topic |
|
Subject |
Stochastischer Prozess |
Other editions |
Erscheint auch als Druck-Ausgabe: On Itô's formula for multidimensional Brownian motion |
Persistent identifier |
urn:nbn:de:kobv:11-10051072 (URN) |
Further information |
In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 2001, Ausgabe 90, 2001 |
Record ID |
1206834056 |
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