Multiplicative decomposition of non-singular matrix valued continuous semimartingales (Q1836446)

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Multiplicative decomposition of non-singular matrix valued continuous semimartingales
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    Multiplicative decomposition of non-singular matrix valued continuous semimartingales (English)
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    1982
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    multiplicative decomposition
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    multiplicative stochastic integration
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    integration by parts formula
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    exponential semimartingale
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