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Latest revision as of 05:26, 12 July 2024

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Pathwise integrals and Itô-Tanaka formula for Gaussian processes
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    Pathwise integrals and Itô-Tanaka formula for Gaussian processes (English)
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    27 June 2016
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    pathwise stochastic integrals
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    Föllmer integral
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    Gaussian processes
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    generalized Lebesgue-Stieltjes integral
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    Itô-Tanaka formula
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    mathematical finance
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