Stochastic Processes

Wolfgang Paul, J. B. (2013). Stochastic Processes: From Physics to Finance. Springer.

Type

Book chapter

Intellectual base

Review or monograph

Year

2013

Link

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Cited by

1 citation across 1 artifact.

Domain-specific

• Continuous-time stochastic process
  • Poisson, jump, diffusion and continuous-time Markov processes all qualify; continuous-time describes the index set, whereas path continuity, right-continuity and independent increments are separate properties.

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