The martingale property in the context of stochastic differential equations
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Publication:2517260
DOI10.1214/ECP.v20-3449zbMath1321.60085arXiv1306.0218MaRDI QIDQ2517260
Publication date: 17 August 2015
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.0218
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
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