학술저널
THE IT^O INTEGRAL WITH RESPECT TO ANALOGUE OF WIENER PROCESS
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 25, No. 4
-
2012.11691 - 701 (11 pages)
- 2
In this note, we de¯ne the It^o integral with respect to analogue of Wiener process and investigate its various properties and examples.
1. Introduction
2. Analogue of Wiener process and martingales of analogue of Wiener process
3. The It^o Integral on the Analogue of Wiener Space
4. It^o formula for the Analogue of Wiener Process
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