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scientific article; zbMATH DE number 1047473

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Publication:4349248
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zbMath0884.60076MaRDI QIDQ4349248

Bernhard Rauscher

Publication date: 23 March 1998

Full work available at URL: http://www.numdam.org/item?id=SPS_1997__31__266_0

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

zbMATH Keywords

local martingale


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)


Related Items (2)

Some Brownian functionals and their laws ⋮ A variant of Pitman's theorem on \((2J_s-R_s,s\geq 0)\) for a general transient Bessel process \(R_{(+)}\) and its implications for the corresponding Ito's measure \(\mathbf n_{(-)}\)




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