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Martingales with continuous parameter
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MSC 2010
broader concept
Stochastic processes
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Martingale con parametro continuo
Martingales with continuous parameter
连续参数的鞅
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http://msc2010.org/resources/MSC/1991/60G44
http://msc2010.org/resources/MSC/2000/60G44
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60G44
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http://msc2010.org/resources/MSC/2010/fullDD21-519.287
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Subject
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On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
Penalisations of multidimensional Brownian motion, VI
A new proof of Kellerer’s theorem
About the linear-quadratic regulator problem under a fractional Brownian perturbation
Some limiting laws associated with the integrated Brownian motion
Local martingales and filtration shrinkage
Optional splitting formula in a progressively enlarged filtration
Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
A new kind of augmentation of filtrations
An application of multivariate total positivity to peacocks
Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX
On ℝ d-valued peacocks
is
narrower concept
of
Stochastic processes
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