scientific article; zbMATH DE number 1234547
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Publication:4221332
zbMATH Open0917.60004MaRDI QIDQ4221332
Publication date: 3 January 1999
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stochastic differential equationBrownian motionstochastic processesstochastic integralmartingales in continuous time
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05)
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On the use of measure-valued strategies in bond markets ⋮ Book Review: Stochastic calculus for finance
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