Change of variable formulas for non-anticipative functionals (Q3298328)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change of variable formulas for non-anticipative functionals |
scientific article |
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Change of variable formulas for non-anticipative functionals (English)
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14 July 2020
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Itô formula
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semimartingales
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non-anticipative functionals
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functional derivatives
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