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A decomposition of additive functionals of finite energy
2 references·1 citing·6 second hop
A decomposition of additive functionals of finite energy (1979)A decomposition of additive functionals o…On Itô’s Stochastic Integral Equations (1969)On Itô’s Stochastic Integral …On Square Integrable Martingales (1967)On Square Integrable Martinga…Sur la transformee de Hilbert des temps locaux Browniens, et une extension de la formule d'itô (1982)Sur la transformee de Hilbert…Stochastic integrals in the plane (1975)IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES (2005)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Control of a Solution of a Stochastic Integral Equation (1972)Implicit Scheme for Stochastic Parabolic Partial Diferential Equations Driven by Space-Time White Noise (1997)On Weak Solutions of Backward Stochastic Differential Equations (2005)
this work references cited by second hop

References

  • 1967On Square Integrable Martingales617 cited
  • 1969On Itô’s Stochastic Integral Equations98 cited

Cited by

  • 1982Sur la transformee de Hilbert des temps locaux Browniens, et une extension de la formule d'itô26 cited

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