Permutation invariant functionals of Lévy processes (Q5367094): Difference between revisions

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scientific article; zbMATH DE number 6790357
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Permutation invariant functionals of Lévy processes
scientific article; zbMATH DE number 6790357

    Statements

    Permutation invariant functionals of Lévy processes (English)
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    12 October 2017
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    Itô's chaos expansion
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    invariant chaos expansion
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    backward stochastic differential equations
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