On martingale property of the stochastic integral equations (Q5217040)
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scientific article; zbMATH DE number 7171935
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| English | On martingale property of the stochastic integral equations |
scientific article; zbMATH DE number 7171935 |
Statements
ON MARTINGALE PROPERTY OF THE STOCHASTIC INTEGRAL EQUATIONS (English)
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21 February 2020
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martingale
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Wiener process
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stochastic differential equation
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stochastic integral equation
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0.7669750452041626
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0.7524982690811157
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0.7481757998466492
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