Analytical solutions for stochastic differential equations via martingale processes (Q1992167)
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| Language | Label | Description | Also known as |
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| English | Analytical solutions for stochastic differential equations via martingale processes |
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Analytical solutions for stochastic differential equations via martingale processes (English)
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2 November 2018
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martingale process
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Itô formula
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change of variable
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differentiable process
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analytical solution
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