Conditional version of the Donati-Martin and Yor formula and its applications (Q4898877)
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scientific article; zbMATH DE number 6121699
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| English | Conditional version of the Donati-Martin and Yor formula and its applications |
scientific article; zbMATH DE number 6121699 |
Statements
3 January 2013
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Brownian motion
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conditional functional of Brownian motion
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Girsanov theorem
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0.7496695518493652
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0.74075847864151
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0.7335043549537659
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