A Martingale Characterization of Diffusion Random Fields on the Plane (Q3212064)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Martingale Characterization of Diffusion Random Fields on the Plane |
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A Martingale Characterization of Diffusion Random Fields on the Plane (English)
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1990
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diffusion field
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martingale characterization
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Cameron-Martin-Girsanov formula
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