| bibtype |
V -
Research Report
|
| ARLID |
0347103 |
| utime |
20240103193832.6 |
| mtime |
20101004235959.9 |
| title
(primary) (eng) |
Note on Stochastic Calculus for Stable Processes |
| publisher |
| place |
Praha |
| name |
ÚTIA AV ČR |
| pub_time |
2009 |
|
| specification |
|
| edition |
| name |
Research Report |
| volume_id |
2260 |
|
| keyword |
Itˆo Formula |
| keyword |
Stable processes |
| keyword |
Change of Measures |
| author
(primary) |
| ARLID |
cav_un_auth*0264011 |
| name1 |
Karlová |
| name2 |
Andrea |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
IAA101120604 |
| agency |
GA AV ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0215816 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The report provides an overview on important definitions and theorems from stochastic calculus with special focus on the class of a−stable processes on one-dimensional real line. |
| reportyear |
2011 |
| RIV |
BA |
| mrcbC52 |
4 O 4o 20231122134136.8 |
| permalink |
http://hdl.handle.net/11104/0187957 |
| arlyear |
2009 |
| mrcbTft |
\nSoubory v repozitáři: 0347103.pdf |
| mrcbU10 |
2009 |
| mrcbU10 |
Praha ÚTIA AV ČR |
|