On the solution of matrix‐valued linear stochastic differential equations driven by semimartingales (Q3210661)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the solution of matrix‐valued linear stochastic differential equations driven by semimartingales |
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On the solution of matrix‐valued linear stochastic differential equations driven by semimartingales (English)
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1991
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exponential semigroup
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matrix-valued linear stochastic differential equation
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semimartingale
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