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On invariants with the Novikov additive property

✍ Scribed by Klaus Jänich


Book ID
105165665
Publisher
Springer
Year
1969
Tongue
English
Weight
785 KB
Volume
184
Category
Article
ISSN
0025-5831

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On Novikov and arbitrage properties of m
✍ Wolfgang Stummer 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 103 KB

We investigate properties of processes Xt which are weak solutions of multidimensional stochastic di erential equations of the form We show that under certain non-stochastic conditions the solution Xt itself satisÿes a uniform Novikov property. Consequently, it will follow that under these assumpti