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Stochastic integration w.r.t. continuous local martingales

โœ Scribed by Rajeeva L. Karandikar


Book ID
107950144
Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
324 KB
Volume
15
Category
Article
ISSN
0304-4149

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๐Ÿ“œ SIMILAR VOLUMES


Strong Markov Continuous Local Martingal
โœ H. J. Engelbert; W. Schmidt ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 944 KB

The main purpose of the present paper is to investigate the connection between strong MARKOV continuous local martingales and solutions of one-dimensional stochastic differential equations driven by a WIENER process. Thus this paper contributes to the general problem to clarify the structure of MAB