Introduction to Stochastic Calculus

Karandikar, R. (2018). Introduction to Stochastic Calculus. Springer.

Type

Book chapter

Intellectual base

Textbook

Year

2018

DOI

10.1007/978-981-10-8318-1

Link

https://doi.org/10.1007/978-981-10-8318-1

Cited by

1 citation across 1 artifact.

Domain-specific

• Σ-Algebra of τ-past
  • The sigma-algebra of tau-past is the set of events A such that A intersect {tau≤t} belongs to F_t for every time t.

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