Variations of random processes with independent increments (Q800047)
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English | Variations of random processes with independent increments |
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Variations of random processes with independent increments (English)
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1984
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Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 130, 23-35 (Russian) (1983; Zbl 0527.60074).
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multiple stochastic integrals
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Ito's integral
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