Sample path properties of stochastic integrals, and stochastic differentiation (Q3031723): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/17442508908833579
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+W1964568806
@@ Property / OpenAlex ID: W1964568806 / rank @@
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@@ Property / cites work @@
+Skew brownian motion and a one dimensional stochastic differential equation
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+Q3486600
@@ Property / cites work: Q3486600 / rank @@
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@@ Property / cites work @@
+On tail probabilities for martingales
@@ Property / cites work: On tail probabilities for martingales / rank @@
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+A conditioned limit theorem for random walk and Brownian local time on square root boundaries
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@@ Property / cites work @@
+Stochastic Integrals and Derivatives
@@ Property / cites work: Stochastic Integrals and Derivatives / rank @@
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@@ Property / cites work @@
+One-dimensional Brownian motion and the three-dimensional Bessel process
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@@ Property / cites work @@
+Regularity of irregularities on a Brownian path
@@ Property / cites work: Regularity of irregularities on a Brownian path / rank @@
+Normal rank
@@ Property / cites work @@
+Decomposing the Brownian path
@@ Property / cites work: Decomposing the Brownian path / rank @@
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