Girsanov transformation and linear stochastic differential equations without nonanticipation requirement:
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Bibliographic Details
Main Author: Buckdahn, Rainer (Author)
Format: Book
Language:English
Published: Berlin Sekt. Mathematik der Humboldt-Univ. 1988
Series:Preprint / Humboldt-Universität zu Berlin, Sektion Mathematik N.F., 180
Physical Description:54 S.

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Interlibrary loan Place Request Caution: Not in THWS collection!