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scientific article; zbMATH DE number 51724
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scientific article; zbMATH DE number 51724 |
Statements
18 September 1992
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Brownian motion
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semimartingales related to the Brownian motion
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Doob- Meyer decomposition
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Haar functions
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Girsanov theorem
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local time
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Feynman-Kac formula
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stochastic differential equations
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comparison of solutions
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martingale problem
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