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Revision as of 22:54, 22 February 2024
scientific article; zbMATH DE number 6873733
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English | Conic martingales from stochastic integrals |
scientific article; zbMATH DE number 6873733 |
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Conic martingales from stochastic integrals (English)
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25 May 2018
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bounded martingale
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diffusion process
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stochastic differential equation
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stochastic survival probability
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