On the transformation of martingales with a two dimensional parameter set by convex functions (Q3223629)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the transformation of martingales with a two dimensional parameter set by convex functions |
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On the transformation of martingales with a two dimensional parameter set by convex functions (English)
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1984
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two dimensional martingale
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Ito formula
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