Q3908216 (Q3908216): Difference between revisions
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Revision as of 21:46, 5 February 2024
scientific article
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scientific article |
Statements
1980
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Ito calculus
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Ito formula
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functionals of Wiener process
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multiple Wiener integrals
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Cameron-Martin-Girsanov result
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weak solutions of stochastic differential equations
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Kalman-Bucy theory
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