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scientific article; zbMATH DE number 3629983

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Publication:4191378
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zbMath0405.60059MaRDI QIDQ4191378

Masuyuki Hitsuda, Hisao Watanabe

Publication date: 1978


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian MotionStochastic IntegralRepresentation TheoremsIto's FormulaGirsanov's Theorem


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)


Related Items (5)

Infinite-dimensional Wiener processes with drift ⋮ The Itō integral with respect to an infinite dimensional Lévy process: a series approach ⋮ Infinite dimensional Malliavin calculus and its application ⋮ Discrimination with respect to a Gaussian process ⋮ Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations




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