Functional Itô calculus and stochastic integral...

Functional Itô calculus and stochastic integral representation of martingales

Cont, Rama, Fournié, David-Antoine
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Volume:
41
Language:
english
Journal:
The Annals of Probability
DOI:
10.1214/11-AOP721
Date:
January, 2013
File:
PDF, 236 KB
english, 2013
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