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Remarks on martingale representation theorem for set-valued martingales - MaRDI portal

Remarks on martingale representation theorem for set-valued martingales

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Publication:6355933

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arXiv2012.06988MaRDI QIDQ6355933

Kouji Yano, Jinping Zhang

Publication date: 13 December 2020

Mathematics Subject Classification ID

Set-valued functions (26E25) Selections in general topology (54C65) Numerical solutions to stochastic differential and integral equations (65C30)

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