Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case

Communications in Nonlinear Science and Numerical Simulation

Volumn 15, Issue 6, 2010, Pages 1583-1588

  Germano, Guido ^a   Politi, Mauro ^a,b   Scalas, Enrico ^c   Schilling, René L ^d  

^a PHILIPPS UNIVERSITY MARBURG   (Germany)

^b UNIVERSITY OF MILAN   (Italy)

^c UNIVERSITY OF EASTERN PIEDMONT   (Italy)

^d DRESDEN UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Continuous time random walk; Econophysics; Monte Carlo; Probabilistic model; Probabilistic simulation; Stochastic integrals; Stochastic jump process; Stochastic model; Stochastic theory

Indexed keywords

CONTINUOUS TIME SYSTEMS; INTEGRAL EQUATIONS; INTELLIGENT SYSTEMS; MARKOV PROCESSES; MONTE CARLO METHODS; STOCHASTIC SYSTEMS;

CONTINUOUS TIME RANDOM WALKS; ECONOPHYSICSS; JUMP PROCESS; MONTE CARLO; PROBABILISTIC MODELS; PROBABILISTIC SIMULATION; STOCHASTIC INTEGRAL; STOCHASTIC JUMP PROCESS; STOCHASTIC JUMPS; STOCHASTIC THEORIES; STOCHASTIC-MODELING;

STOCHASTIC MODELS;

EID: 72049092370     PISSN: 10075704     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cnsns.2009.06.010     Document Type: Article

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