Index
σ-algebra of subsets (events)
almost surely
approximation
Euler
Euler–Maruyama
Heun
improved Euler
Milstein
second-order
second-order for Stratonovich
equation
Milstein-type
modified trapezoidal
of adapted processes by step processes
Runge–Kutta
strong
weak
Borel
σ-algebra
set
boundary
attracting
natural
unattainable
Brownian motion
k-dimensional
as a Markov process
physical
Cauchy convergence criterion
central limit theorem
coefficient
diffusion
drift
comparison
of solutions
condition
linear growth
Lipschitz
of no arbitrage opportunity
conditional
density
distribution
distribution function
expectation
probability
with respect to a random variable
contingent claim
convergence
almost surely
in distribution
in probability
in the L2 sense
mean square
of a series of random variables
of random processes
weak
weak of finite-dimensional
distributions
with probability one
covariation
of two Itô processes
density
of a random variable
stationary
differential
stochastic
distribution
function
of a random variable
Equation
Fokker–Planck
equation
backward Kolmogorov
Black–Scholes
Fokker–Planck
forward Kolmogorov
genetic model
Ginzburg–Landau
growth
Langevin
linear stochastic differential
stochastic differential
in the Stratonovich form
stochastic exponential
Stratonovich
reduction to Itô equation
reduction to Itô equation
Verhulst
equivalent probabilities
ergodicity
of a diffusion process
event
expectation
of a discrete random variable
of a random variable
of a solution of LSDE ...
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