Japanese 情報系 Cited by user HirofumiShiba on 09 Jan 2024 確率論の一分野、確率過程論において、情報系(じょうほうけい、)は与えられた任意の時刻で利用可能な情報をモデル化するのに用いられ、ランダムな過程を厳密に定式化する上で重要な役割を果たす.
English Doléans-Dade exponential Cited by user BertieOnestone on 09 Dec 2021 In stochastic calculus, the Doléans-Dade exponential, Doléans exponential, or stochastic exponential of a complex-valued semimartingale X is defined to be the unique…
English Jean Jacod Cited by user Yuleikos on 06 Aug 2018 Jean Jacod (born 1944) is a French mathematician specializing in Stochastic processes and probability theory.
German Semimartingal Cited by user Thire on 24 May 2008 Als Semimartingale werden in der Stochastik bestimmte Prozesse bezeichnet, die insbesondere für die Definition eines allgemeinen stochastischen Integrals von Bedeutung…