The quadratic variation of Brownian motion on a time scale
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Publication:452879
DOI10.1016/J.SPL.2012.05.008zbMATH Open1251.60061OpenAlexW1992465544MaRDI QIDQ452879FDOQ452879
Publication date: 18 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.008
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Cites Work
Cited In (9)
- Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales
- Brownian motion with quadratic killing and some implications
- Stochastic linear quadratic control problem on time scales
- Title not available (Why is that?)
- Itô's formula, the stochastic exponential, and change of measure on general time scales
- Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales
- Square mean almost automorphic solution of stochastic evolution equations with impulses on time scales
- Stability of stochastic dynamic equations with time-varying delay on time scales
- Memoryless properties on time scales
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