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zbMath0669.60055MaRDI QIDQ3822942

Philip E. Protter

Publication date: 1989

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motion Girsanov's theorem continuous local martingale expansion of the filtration

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Foundations of stochastic processes (60G05)

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