Filtered Azéma martingales (Q743407)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtered Azéma martingales |
scientific article |
Statements
Filtered Azéma martingales (English)
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24 September 2014
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Azéma martingales
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standard Brownian motion
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optional projection
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stochastic differential equation
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local times
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