Stochastic integration without tears (Q3730732): Difference between revisions
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Revision as of 21:05, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integration without tears |
scientific article |
Statements
Stochastic integration without tears (English)
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1986
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submartingale decomposition
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change of variables formula
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stochastic calculus
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semimartingales
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