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scientific article; zbMATH DE number 192908
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scientific article; zbMATH DE number 192908 |
Statements
5 June 1993
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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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0.9195591807365416
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0.8921929001808167
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0.8743277788162231
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