Publication result detail

Comparing the Ito and the Stratonovich Stochastic Calculus

KOLÁŘOVÁ, E.

Original Title

Comparing the Ito and the Stratonovich Stochastic Calculus

English Title

Comparing the Ito and the Stratonovich Stochastic Calculus

Type

Paper in proceedings (conference paper)

Original Abstract

In the article we present the advateges and the disadvateges of the two different stochastic approaches.

English abstract

In the article we present the advateges and the disadvateges of the two different stochastic approaches.

Keywords

Ito integral, Stratonovich integral, stochastic differential equations, stochastic modelling

Key words in English

Ito integral, Stratonovich integral, stochastic differential equations, stochastic modelling

Authors

KOLÁŘOVÁ, E.

RIV year

2016

Released

22.09.2011

Publisher

Univerzita Obrany

Location

Brno

ISBN

978-80-7231-815-5

Book

7. konference o matematice a fyzice na vysokých školách technických s mezinárodní účastí , Sborník příspěvků, část 1 - matematika

Pages from

255

Pages to

258

Pages count

4

BibTex

@inproceedings{BUT73693,
  author="Edita {Kolářová}",
  title="Comparing the Ito and the Stratonovich Stochastic Calculus",
  booktitle="7. konference o matematice a fyzice na vysokých školách technických s mezinárodní účastí , Sborník příspěvků, část 1 - matematika",
  year="2011",
  number="1.",
  pages="255--258",
  publisher="Univerzita Obrany",
  address="Brno",
  isbn="978-80-7231-815-5"
}