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On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations

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References

1972Changes of time, stochastic integrals, and weak martingales42 cited

Cited by

2014ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS27 cited
1989On Stochastic Differential Equations with Reflecting Barriers21 cited

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