Discrete It\^o Formulas and Their Applications to Stochastic Numerics
Probability
2007-05-23 v1
Abstract
This is a survey note of the author's observations on the discrete-time analogues of It\^o formulas.
Cite
@article{arxiv.math/0603341,
title = {Discrete It\^o Formulas and Their Applications to Stochastic Numerics},
author = {Jirô Akahori},
journal= {arXiv preprint arXiv:math/0603341},
year = {2007}
}
Comments
Based on a talk given at the 7th Workshop on Stochastic Numerics; Jun 27--29, 2005, RIMS, Kyoto