Stochastic Integrals and Differential Equations
In the preceding chapter we discussed stochastic processes in discrete time. This chapter is devoted to stochastic processes in continuous time. An important continuous time process is the standard Wiener process \(\{W_{t};\,\,t \geq 0\}\) .
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Szymon Borak Wolfgang Karl H¨ardle Brenda L´opez-Cabrera
Statistics of Financial Markets Exercises and Solutions Second Edition
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Szymon Borak Wolfgang Karl H¨ardle Brenda L´opez-Cabrera Humboldt-Universit¨at zu Berlin Ladislaus von Bortkiewicz Chair of Statistics C.A.S.E. Centre for Applied Statistics and Economics School of Business and Economics Berlin Germany
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