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A guide to the stochastic calculus of variations

  • Daniel L. Ocone
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1316)

Keywords

Vector Field Brownian Motion Stochastic Differential Equation Differential Calculus Stochastic Integral 
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Copyright information

© Springer-Verlag 1988

Authors and Affiliations

  • Daniel L. Ocone
    • 1
  1. 1.Mathematics DepartmentRutgers UniversityNew BrunswickUSA

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