Some remarks about backward itô formula and applications (Q4223640)
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scientific article; zbMATH DE number 1236127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some remarks about backward itô formula and applications |
scientific article; zbMATH DE number 1236127 |
Statements
Some remarks about backward itô formula and applications (English)
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18 November 1999
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backward Itô formula
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Girsanov formula
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Feynman-Kac formulae
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