Change of variable formulas for non-anticipative functionals (Q3298328): Difference between revisions

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+.11571
@@ Property / arXiv ID: 1903.11571 / rank @@
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+Semimartingale integral representation
@@ Property / cites work: Semimartingale integral representation / rank @@
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@@ Property / cites work @@
+Q3332908
@@ Property / cites work: Q3332908 / rank @@
+Normal rank
@@ Property / cites work @@
+Change of variable formulas for non-anticipative functionals on path space
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+Functional Itō calculus and stochastic integral representation of martingales
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+Q3915688
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+Functional Itô calculus
@@ Property / cites work: Functional Itô calculus / rank @@
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+On a Formula Concerning Stochastic Differentials
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+Calcul stochastique et problèmes de martingales
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+Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
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+A simple proof of functional Itô's lemma for semimartingales with an application
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+The functional Itō formula under the family of continuous semimartingale measures
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+On the Convergence of Ordinary Integrals to Stochastic Integrals
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+W3033265844
@@ Property / OpenAlex ID: W3033265844 / rank @@
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