scientific article; zbMATH DE number 1222799
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Publication:4218386
zbMath0911.90024MaRDI QIDQ4218386
Bjorn Flesaker, Lane P. Hughston
Publication date: 11 November 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
short rate modelsfiltration of an \(n\)-dimensional Brownian motionforward rate modelsone-parameter family of vector processes
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