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Instructional Conference on the Theory of Stochastic Processes: Two-parameter martingales
Instructional Conference on the Theory of Stochastic Processes: Two-parameter martingales
1982
I I Gikhman
Keywords:
Mathematical analysis
Mathematics
Stratonovich integral
Stochastic modelling
Stochastic calculus
Mathematical optimization
Stochastic differential equation
Local time
Malliavin calculus
Geometric Brownian motion
Continuous-time stochastic process
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