- stochastic integral
- мат. стохастический интеграл
Большой англо-русский и русско-английский словарь. 2001.
stochastic integral
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Stratonovich integral — In stochastic processes, the Stratonovich integral (developed simultaneously by Ruslan L. Stratonovich and D. L. Fisk) is a stochastic integral, the most common alternative to the Itō integral. While the Ito integral isthe usual choice in applied … Wikipedia
Paley-Wiener integral — In mathematics, the Paley Wiener integral is a simple stochastic integral. When applied to classical Wiener space, it is less general than the Itō integral, but the two agree when they are both defined.The integral is named after its discoverers … Wikipedia
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Skorokhod integral — In mathematics, the Skorokhod integral, often denoted delta; , is an operator of great importance in the theory of stochastic processes. It is named after the Ukrainian mathematician Anatoliy Skorokhod. Part of its importance is that it unifies… … Wikipedia
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