A stochastic integral representation for random evolutions (Q1060491)
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scientific article; zbMATH DE number 3907502
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic integral representation for random evolutions |
scientific article; zbMATH DE number 3907502 |
Statements
A stochastic integral representation for random evolutions (English)
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1985
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martingale problem
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quadratic variation process
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random evolutions
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existence and uniqueness
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