Local characteristics and tangency of vector-valued martingales (Q2208475)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local characteristics and tangency of vector-valued martingales |
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Local characteristics and tangency of vector-valued martingales (English)
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3 November 2020
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tangent martingales
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decoupling
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local characteristics
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UMD Banach spaces
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canonical decomposition
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stochastic integration
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Lévy-Khinchin formula
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independent increments
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