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Latest revision as of 13:47, 5 March 2024

scientific article
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scientific article

    Statements

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    18 September 1992
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    Brownian motion
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    semimartingales related to the Brownian motion
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    Doob- Meyer decomposition
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    Haar functions
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    Girsanov theorem
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    local time
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    Feynman-Kac formula
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    stochastic differential equations
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    comparison of solutions
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    martingale problem
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