A weak version of path-dependent functional Itô calculus (2018)
Source: The Annals of Probability. Unidade: ICMC
Subjects: PROCESSOS ESTOCÁSTICOS, PROCESSOS ESTOCÁSTICOS, MOVIMENTO BROWNIANO
ABNT
PINTO JÚNIOR, Dorival Leão; OHASHI, Alberto; SIMAS, Alexandre B. A weak version of path-dependent functional Itô calculus. The Annals of Probability, Bethesda, MD, Institute of Mathematical Statistics, v. 46, n. 6, p. 3399-3441, 2018. Disponível em: < http://dx.doi.org/10.1214/17-AOP1250 > DOI: 10.1214/17-AOP1250.APA
Pinto Júnior, D. L., Ohashi, A., & Simas, A. B. (2018). A weak version of path-dependent functional Itô calculus. The Annals of Probability, 46( 6), 3399-3441. doi:10.1214/17-AOP1250NLM
Pinto Júnior DL, Ohashi A, Simas AB. A weak version of path-dependent functional Itô calculus [Internet]. The Annals of Probability. 2018 ; 46( 6): 3399-3441.Available from: http://dx.doi.org/10.1214/17-AOP1250Vancouver
Pinto Júnior DL, Ohashi A, Simas AB. A weak version of path-dependent functional Itô calculus [Internet]. The Annals of Probability. 2018 ; 46( 6): 3399-3441.Available from: http://dx.doi.org/10.1214/17-AOP1250