Itô’s Lemma

Itô’s Lemma

Itô’s Lemma Ausarbeitung im Rahmen des Seminars "Finanzmathematik", SS 2009 Die Arbeiten des japanischen Mathematikers Kiyosi Itô aus den 1940er Jahren bilden heute die Grundlage der Theorie stochastischer Integration und stochastischer Differentialgleichungen. Die Ausarbeitung beschäfti...

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Bibliographic Details
Main Author:	Grunert, Sandro
Other Authors:	TU Chemnitz, Fakultät für Mathematik
Format:	Others
Language:	deu
Published:	Universitätsbibliothek Chemnitz 2009
Subjects:	Itô Formel Itô Integral Itô Kalkül Itô Lemma Mathematik Wirtschaftsmathematik zeitstetige Finanzmärkte ddc:500 ddc:510 Brownsche Bewegung Diffusionsprozess Finanzmathematik Ito Kiyoshi Martingal Martingaltheorie Stochastisches Integral
Online Access:	http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200900979 http://nbn-resolving.de/urn:nbn:de:bsz:ch1-200900979 http://www.qucosa.de/fileadmin/data/qucosa/documents/5819/data/grsan_ito.pdf http://www.qucosa.de/fileadmin/data/qucosa/documents/5819/20090097.txt

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