Appendix A: Outlines of stochastic calculus

Advances in Power System Modelling, Control and Stability Analysis ◽

10.1049/pbpo086e_appendixa ◽

2016 ◽

pp. 435-440

Keyword(s):

Stochastic Calculus

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Lévy Processes and Stochastic Calculus

10.1017/cbo9780511755323 ◽

2004 ◽

Cited By ~ 439

Author(s):

David Applebaum

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Stochastic Calculus

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Introduction to Stochastic Calculus and Its Applications

SSRN Electronic Journal ◽

10.2139/ssrn.3607647 ◽

2020 ◽

Author(s):

Xinye Yang

Keyword(s):

Stochastic Calculus

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Simplified Stochastic Calculus With Applications in Economics and Finance

European Journal of Operational Research ◽

10.1016/j.ejor.2020.12.037 ◽

2020 ◽

Author(s):

Aleš Černý ◽

Johannes Ruf

Keyword(s):

Stochastic Calculus

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A representation free quantum stochastic calculus

Journal of Functional Analysis ◽

10.1016/0022-1236(92)90094-y ◽

1992 ◽

Vol 104 (1) ◽

pp. 149-197 ◽

Cited By ~ 22

Author(s):

L Accardi ◽

F Fagnola ◽

J Quaegebeur

Keyword(s):

Stochastic Calculus ◽

Quantum Stochastic Calculus

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Stochastic Calculus

Springer Finance - Stochastic Calculus for Finance II ◽

10.1007/978-1-4757-4296-1_4 ◽

2004 ◽

pp. 125-208 ◽

Cited By ~ 2

Author(s):

Steven E. Shreve

Keyword(s):

Stochastic Calculus

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Diffusions and Stochastic Calculus

A Modern Approach to Probability Theory ◽

10.1007/978-1-4899-2837-5_33 ◽

1997 ◽

pp. 661-683

Author(s):

Bert Fristedt ◽

Lawrence Gray

Keyword(s):

Stochastic Calculus

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Quantum stochastic calculus

Quantum Stochastic Calculus and Representations of Lie Superalgebras - Lecture Notes in Mathematics ◽

10.1007/bfb0096852 ◽

1998 ◽

pp. 7-21

Author(s):

Timothy M. W. Eyre

Keyword(s):

Stochastic Calculus ◽

Quantum Stochastic Calculus

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Stochastic Calculus and Processes in Non-Commutative Space-Time

Seminar on Stochastic Analysis, Random Fields and Applications III ◽

10.1007/978-3-0348-8209-5_14 ◽

2002 ◽

pp. 205-217

Author(s):

R. Vilela Mendes

Keyword(s):

Stochastic Calculus ◽

Space Time ◽

Commutative Space

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Stochastic Calculus and Financial Applications

Journal of the American Statistical Association ◽

10.1198/jasa.2001.s429 ◽

2001 ◽

Vol 96 (456) ◽

pp. 1527-1527

Author(s):

Elias Shiu

Keyword(s):

Stochastic Calculus ◽

Financial Applications

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Green formulas in anticipating stochastic calculus

Stochastic Processes and their Applications ◽

10.1016/0304-4149(94)00070-a ◽

1995 ◽

Vol 57 (1) ◽

pp. 113-148 ◽

Cited By ~ 1

Author(s):

Rosario Delgado ◽

Marta Sanz-Solé

Keyword(s):

Stochastic Calculus ◽

Anticipating Stochastic Calculus

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