A formula for the generalized density process of the distributions of semimartingales with independent increments (Q3087748)
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scientific article; zbMATH DE number 5939696
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| English | A formula for the generalized density process of the distributions of semimartingales with independent increments |
scientific article; zbMATH DE number 5939696 |
Statements
A Formula for the Generalized Density Process of the Distributions of Semimartingales with Independent Increments (English)
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16 August 2011
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semimartingales
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density process
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local characteristics
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0.7865739464759827
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0.781455397605896
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0.7635858654975891
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