On Itô's formula for multidimensional Brownian motion
Year of publication: |
2001
|
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Authors: | Föllmer, Hans ; Protter, Philip E. |
Publisher: |
Berlin : Sonderforschungsbereich 373 |
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Korrelation | Correlation |
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