An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems (Q2447708)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems |
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An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems (English)
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28 April 2014
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stochastic differential equations
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second quantization operator
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heat equation
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