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How K. Itô revolutionized the study of stochastic processes

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Publication:1000334
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DOI10.1007/s11537-007-0713-4zbMath1157.60325OpenAlexW2005995254MaRDI QIDQ1000334

Marc Yor

Publication date: 6 February 2009

Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11537-007-0713-4


zbMATH Keywords

stochastic calculusexcursion theoryenlargement of filtration


Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Stochastic integrals (60H05)




Cites Work

  • On the excursion theory for linear diffusions
  • Unnamed Item


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