Ito process/Definition

From Citizendium
< Ito process
Revision as of 08:05, 4 September 2009 by imported>Meg Taylor (add)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search
This article is developing and not approved.
Main Article
Discussion
Related Articles  [?]
Bibliography  [?]
External Links  [?]
Citable Version  [?]
 
A definition or brief description of Ito process.

Process which extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process).