Derivative of certain stochastic integrals with anticipating integrands (Q6125360): Difference between revisions

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Revision as of 09:07, 30 August 2024

scientific article; zbMATH DE number 7830941
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English
Derivative of certain stochastic integrals with anticipating integrands
scientific article; zbMATH DE number 7830941

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    Derivative of certain stochastic integrals with anticipating integrands (English)
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    11 April 2024
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    anticipating integrand
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    instantly independent process
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    Ayed-Kuo stochastic integral
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    fundamental theorem of calculus
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    Lebesgue differentiation theorem
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