Permutation invariant functionals of Lévy processes (Q5367094)
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scientific article; zbMATH DE number 6790357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Permutation invariant functionals of Lévy processes |
scientific article; zbMATH DE number 6790357 |
Statements
Permutation invariant functionals of Lévy processes (English)
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12 October 2017
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Itô's chaos expansion
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invariant chaos expansion
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backward stochastic differential equations
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