A Stochastic Calculus for Systems with Memory (Q5316805)
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scientific article; zbMATH DE number 2205425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Calculus for Systems with Memory |
scientific article; zbMATH DE number 2205425 |
Statements
A Stochastic Calculus for Systems with Memory (English)
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15 September 2005
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Itô's formula
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segment process
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segment integral
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Feynman-Kac formula
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