Keywords
- Probability Measure
- Differentiable Function
- Conditional Expectation
- Product Rule
- Variation Term
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© 1981 Springer-Verlag
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Al-Hussaini, A., Elliott, R.J. (1981). Ito and girsanov formulae for two parameter processes. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088736
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DOI: https://doi.org/10.1007/BFb0088736
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-10690-6
Online ISBN: 978-3-540-38613-1
eBook Packages: Springer Book Archive
