Discrete Itô Formulas and Their Applications to Stochastic Numerics

Details Discrete Itô Formulas and Their Applications to Stochastic Numerics Discrete Itô Formulas and Their Applications to Stochastic Numerics

2006-03-14

arxiv.org/abs/math/0603341v1

Mathematics

Probability

Based on a talk given at the 7th Workshop on Stochastic Numerics; Jun 27--29, 2005, RIMS, Kyoto

Scientific paper

This is a survey note of the author's observations on the discrete-time
analogues of It\^o formulas.

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