A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538)
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English | A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance |
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A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (English)
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28 April 2022
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weak Dirichlet processes
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path-depend PDEs
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