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Generalized covariation for Banach valued processes and Itô formula
Covariation and Quadratic variation Calculus via regularization
2011/1/20
This paper concerns the notion of quadratic variation and covariation for Banach valued processes and related Itô formula. If X and Y take respectively values in Banach spaces B1 and B2 (denoted...
Applications of the quadratic covariation differentiation theory: variants of the Clark-Ocone and Stroock's formulas
the quadratic covariation differentiation theory the Clark-Ocone and Stroock's formulas
2010/11/11
In a 2006 article (\cite{A1}), Allouba gave his quadratic covariation differentiation theory for It\^o's integral calculus. He defined the derivative of a semimartingale with respect to a Brownian mo...