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THE IT$\hat{O}$ INTEGRAL WITH RESPECT TO ANALOGUE OF WIENER PROCESS

  • Ryu, Kun Sik (Department of Mathematics Education Hannam University)
  • Published : 2012.11.15

Abstract

In this note, we define the It$\hat{o}$ integral with respect to analogue of Wiener process and investigate its various properties and examples.

Keywords

References

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