Explicit stochastic integral representations for historical functionals (Q1917202)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit stochastic integral representations for historical functionals |
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Explicit stochastic integral representations for historical functionals (English)
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2 December 1996
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superprocess
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historical process
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martingale measure
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stochastic integral
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predictable representation
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Clark's formula
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Wiener chaos
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