Levy's stochastic area formula in higher dimensions (Q1056147)
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scientific article; zbMATH DE number 3826942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Levy's stochastic area formula in higher dimensions |
scientific article; zbMATH DE number 3826942 |
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Levy's stochastic area formula in higher dimensions (English)
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1983
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stochastic area process
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Heisenberg group
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hypoelliptic operators
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Girsanov formula
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