On a formula for differentiating a stochastic integral with respect to a parameter (Q3791992)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a formula for differentiating a stochastic integral with respect to a parameter |
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On a formula for differentiating a stochastic integral with respect to a parameter (English)
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1987
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two parameter semimartingale
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functions of bounded variation on bounded rectangles
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differentiation and integration
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