A simple proof of functional Itô's lemma for semimartingales with an application (Q2637368)

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A simple proof of functional Itô's lemma for semimartingales with an application
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    A simple proof of functional Itô's lemma for semimartingales with an application (English)
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    11 February 2014
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    functional Itō lemma
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    semimartingales
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    optimal control
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