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On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand

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Publication:1975232
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DOI10.1016/S0246-0203(00)00113-8zbMath0947.60065OpenAlexW2029233308MaRDI QIDQ1975232

Claude Martini

Publication date: 6 November 2000

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2000__36_1_35_0


zbMATH Keywords

absolute continuitystochastic integralmarginal law


Mathematics Subject Classification ID

Stochastic integrals (60H05)


Related Items (4)

Quasi-continuous random variables and processes under the \(G\)-expectation framework ⋮ Sample path properties of \(G\)-Brownian motion ⋮ Local times for solutions of the complex Ginzburg-Landau equation and the inviscid limit ⋮ On the absolute continuity of Lévy processes with drift




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