From Tanaka's formula to Itô's formula: The fundamental theorem of stochastic calculus
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Publication:1386780
DOI10.1007/BF02867261zbMath0907.60051OpenAlexW2035902248MaRDI QIDQ1386780
Publication date: 18 February 1999
Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02867261
Related Items (1)
Cites Work
- Calcul stochastique et problèmes de martingales
- [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
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