Martingale Representation Theorem and Chaos Expansion (Q5487021)
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scientific article; zbMATH DE number 5054823
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale Representation Theorem and Chaos Expansion |
scientific article; zbMATH DE number 5054823 |
Statements
Martingale Representation Theorem and Chaos Expansion (English)
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18 September 2006
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Itô's representation theorem
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Itô's formula
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random walk
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