Multiplicative decomposition of non-singular matrix valued continuous semimartingales (Q1836446)
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scientific article; zbMATH DE number 3796951
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| English | Multiplicative decomposition of non-singular matrix valued continuous semimartingales |
scientific article; zbMATH DE number 3796951 |
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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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