Change of variable formulas for non-anticipative functionals (Q3298328): Difference between revisions

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+Semimartingale integral representation
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+Q3332908
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+Change of variable formulas for non-anticipative functionals on path space
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+Functional Itō calculus and stochastic integral representation of martingales
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+Q3915688
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+Functional Itô calculus
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+On a Formula Concerning Stochastic Differentials
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+Calcul stochastique et problèmes de martingales
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+Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
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+A simple proof of functional Itô's lemma for semimartingales with an application
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+The functional Itō formula under the family of continuous semimartingale measures
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+An Overview of Viscosity Solutions of Path-Dependent PDEs
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+Q4261714
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+On the Convergence of Ordinary Integrals to Stochastic Integrals
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