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- W1489095911 abstract "Stochastic is equivalent to random, hence the stochastic calculus develops rules of calculus to be applied if the problems to be handled are of a random (probabilistic) nature, in contrast with a deterministic one. The general Wiener process describes a random variable combining a deterministic process — the μdt term — with a standard Wiener process in dZ. The most generalized form of the general Wiener process is called the ITÕ process. General Wiener processes are widely used to describe the behavior of financial products. This chapter discusses the application and process of ITÕ LEMMA. The diffusion processes presented in the chapter have all in common a probabilistic dZ(t) component based on the normal distribution." @default.
- W1489095911 created "2016-06-24" @default.
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- W1489095911 date "2013-03-22" @default.
- W1489095911 modified "2023-09-27" @default.
- W1489095911 title "The Basis of Stochastic Calculus" @default.
- W1489095911 doi "https://doi.org/10.1002/9781118818510.ch8" @default.
- W1489095911 hasPublicationYear "2013" @default.
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