Representation of functionals of Ito processes and their first exit times (Q3017888)

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Representation of functionals of Ito processes and their first exit times
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    Representation of functionals of Ito processes and their first exit times (English)
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    20 July 2011
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    stochastic processes
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    Itô processes
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    SPDEs
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    backward SPDEs
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    first exit times
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    representation theorem
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