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Stochastic differentials of continuous local quasi-martingales

Part of the Lecture Notes in Mathematics book series (LNM,volume 294)

Keywords

  • Brownian Motion
  • Stochastic Differential Equation
  • Local Martingale
  • Nagoya Math
  • Classical Diffusion

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References

  1. Courrège, Ph., Intégrales stochastiques et martingales de carré intégrable. Séminaire Brelot-Choquet-Deny (théorie du potential) 7e année, 1962–63, exposé 7.

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  2. Fisk, D.L., Quasi-martingales. Trans. Amer. Math. Soc., 120 (1965), 369–389.

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  3. Itô, K., On a formula concerning stochastic differentials. Nagoya Math. J. 3 (1951), 55–65.

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  4. Kunita, H. and Watanabe, S., On square integrable martingales. Nagoya Math. J. 30 (1967) 209–245.

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  5. McKean, H.P., Jr., Stochastic integrals, Acad. Press. New York and London, 1969.

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  6. Meyer, P.A., Integral stochastiques. I–IV., Lecture Notes in Math. (Springer) 39 Sem. de Prob. (1967), 72–162.

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  7. Orey, S., F-processes. Proc. Fifth Berkeley Symp. on Stat. and Prob. 2 (1965) 301–313.

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  8. Rao, K.M., Quasi-martingales. Math Scand. 24 (1969) 79–92.

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© 1972 Springer-Verlag

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Itô, K. (1972). Stochastic differentials of continuous local quasi-martingales. In: Stability of Stochastic Dynamical Systems. Lecture Notes in Mathematics, vol 294. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064929

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  • DOI: https://doi.org/10.1007/BFb0064929

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-06050-5

  • Online ISBN: 978-3-540-38000-9

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