Chaotic Kabanov formula for the Azéma martingales (Q1586572)
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scientific article; zbMATH DE number 1529279
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Chaotic Kabanov formula for the Azéma martingales |
scientific article; zbMATH DE number 1529279 |
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Chaotic Kabanov formula for the Azéma martingales (English)
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10 September 2003
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Azéma martingales
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multiple stochastic integrals
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product formulae
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0.7670279145240784
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0.7467563152313232
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