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The martingale representation theorem and…
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The Girsanov theorem in the multidimensional…
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Stochastic integral of complex-valued processes.…
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The Kolmogorov backward equation. The…
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Multidimensional stochastic integrals:…
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Equivalent probability measures. Conditional…
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The Kolmogorov backward equation.
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The stochastic integral is a continuous…
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Examples of Brownian martingales:…
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