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Q3908248 - MaRDI portal

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scientific article

    Statements

    author
    Robert J. Elliott
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    Ata N. Al-Hussaini
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    publication date
    1981
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    zbMATH Keywords
    Ito formula
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    two-parameters semi-martingale
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    Girsanov-type theorem
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    Identifiers

    Mathematics Subject Classification ID
    60G48
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    60G60
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    60H05
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    zbMATH DE Number
    3718271
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