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Statements
17 September 1992
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stochastic integration
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stochastic differential equations
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quadratic variation process
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Lévy's characterization of Brownian motion
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Feynman- Kac functional
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Schrödinger equation
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local time
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Tanaka's formula
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Cameron-Martin-Girsanov formula
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strong Markov property
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notions of strong and weak solutions
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Black-Scholes option pricing formula
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