A simple proof of functional Itô's lemma for semimartingales with an application (Q2637368)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple proof of functional Itô's lemma for semimartingales with an application |
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A simple proof of functional Itô's lemma for semimartingales with an application (English)
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11 February 2014
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functional Itō lemma
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semimartingales
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optimal control
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