ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIMARTINGALES (Q4796577)
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scientific article; zbMATH DE number 1876922
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIMARTINGALES |
scientific article; zbMATH DE number 1876922 |
Statements
ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIMARTINGALES (English)
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26 June 2003
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anticipative stochastic differential equations
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forward integral
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substitution formula
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