The Integral, a Vision of its Evolution Through Time IV. Harmonic Analysis, Stochastic Processes. Stochastic Integration
DOI:
https://doi.org/10.17268/sel.mat.2024.01.09Keywords:
BMO, Brownian motion, random game, martingale, stochastic integralAbstract
The objective of this article is to give an overview of the relationship between harmonic analysis and stochastic processes, a relationship that has motivated many investigations and applications to specific problems. We will also emphasize stochastic integration.
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