Martingale representation for degenerate diffusions (Q1738994)
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scientific article
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| English | Martingale representation for degenerate diffusions |
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Martingale representation for degenerate diffusions (English)
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24 April 2019
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entropy
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degenerate diffusions
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martingale representation
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relative entropy
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innovation process
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causal Monge-Ampère equation
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0.7839928865432739
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0.7839351892471313
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0.7629579305648804
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