Publication result detail

On non-differentiability of the Wiener process

KOLÁŘOVÁ, E.

Original Title

On non-differentiability of the Wiener process

English Title

On non-differentiability of the Wiener process

Type

Paper in proceedings (conference paper)

Keywords

Wiener process; stochastic differential equations; Ito caculus

Key words in English

Wiener process; stochastic differential equations; Ito caculus

Authors

KOLÁŘOVÁ, E.

Released

19.05.2005

Publisher

Univerzita Obrany

Location

Brno

ISBN

80-85960-92-3

Book

XIII. mezinárodní kolokvium o řízení osvojovacího procesu

Pages from

1

Pages count

3

BibTex

@inproceedings{BUT15310,
  author="Edita {Kolářová}",
  title="On non-differentiability of the Wiener process",
  booktitle="XIII. mezinárodní kolokvium o řízení osvojovacího procesu",
  year="2005",
  pages="3",
  publisher="Univerzita Obrany",
  address="Brno",
  isbn="80-85960-92-3"
}