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- Differential Equation
- Stochastic Process
- Probability Theory
- Industrial Mathematic
- Comme Suit
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G. Bobadilla, R. Rebolledo et E. Saavedra, Sur la convergence d'intégrales anticipatives, Sém Prob. XXVI, LN 1526, 1992, 505–513.
K.Itô, Extension of stochastic integral, Proc. Intern. Symp. SDE, Kyoto, 1976, 95–105.
D. Nualart et E. Pardoux, Stochastic calculus with anticipating integrands. Prob. Theory and Rel. Fields 78, 1988, 80–129.
P. Protter, “Stochastic integration and differential equations: a new approach”, Springer, 1990. *** DIRECT SUPPORT *** A00I6B40 00004
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© 1994 Springer-Verlag
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Bobadilla, G., Rebolledo, R., Saavedra, E. (1994). Corrections à: “Sur la convergence d'intégrales anticipatives”. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVIII. Lecture Notes in Mathematics, vol 1583. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0073839
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DOI: https://doi.org/10.1007/BFb0073839
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