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A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients
Bahlali, Khaled, Mezerdi, Brahim, Ouknine, YoussefVolume:
15
Year:
2002
Language:
english
Journal:
Journal of Applied Mathematics and Stochastic Analysis
DOI:
10.1155/s1048953302000291
File:
PDF, 1.82 MB
english, 2002