Abstract
We assume that \((\Omega ,{\mathcal {F}},P, \{ {\mathcal {F}}_t\}_{t\in [0,\infty )})\) is a standard filtered probability space throughout this section.
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Kusuoka, S. (2020). Applications of Stochastic Integral. In: Stochastic Analysis. Monographs in Mathematical Economics, vol 3. Springer, Singapore. https://doi.org/10.1007/978-981-15-8864-8_5
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DOI: https://doi.org/10.1007/978-981-15-8864-8_5
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