scientific article; zbMATH DE number 6470865
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Publication:5500299
zbMath1323.60078MaRDI QIDQ5500299
Publication date: 5 August 2015
Full work available at URL: http://www.seminariomatematico.unito.it/rendiconti/71-2/261.pdf
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Processes with independent increments; Lévy processes (60G51) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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