Publication detail

On non-differentiability of the Wiener process

KOLÁŘOVÁ, E.

English title

On non-differentiability of the Wiener process

Type

Paper in proceedings (conference paper)

Language

en

Keywords in English

Wiener process; stochastic differential equations; Ito caculus

Released

2005-05-19

Publisher

Univerzita Obrany

Location

Brno

ISBN

80-85960-92-3

Book

XIII. mezinárodní kolokvium o řízení osvojovacího procesu

Pages from–to

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"
}