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This chapter describes the stochastic calculusStochastic calculus for diffusion processesDiffusion process and jump-processesJump process. In this chapter, integrals and differentials of stochastic processes are introduced.

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Stochastic Calculus

  • 章节

  • 发表日期：

    2025年

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  • Dharmaraja Selvamuthu

摘要

This chapter describes the stochastic calculusStochastic calculus for diffusion processesDiffusion process and jump-processesJump process. In this chapter, integrals and differentials of stochastic processes are introduced.