Functionals of diffusion processes as stochastic integrals (Q3859043)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functionals of diffusion processes as stochastic integrals |
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Functionals of diffusion processes as stochastic integrals (English)
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1980
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stochastic integrals
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martingale representation
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stochastic differential equation
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