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• Computing quadratic variations

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Abstract

Martingale problems and stochastic equations for Markov processe

Topics: Ethier and Kurtz, Markov Processes, Characterization and Convergence Protter, Stochastic Integration and Differential Equations, Second Edition•First •Prev •Next •Go To •Go Back •Full Screen •Cl
Year: 2013
OAI identifier: oai:CiteSeerX.psu:10.1.1.352.9297
Provided by: CiteSeerX
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