The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures
by Bernt Øksendal and Tusheng Zhang
Bok Engelsk 2008
Digital utgave: Søke-URL
| Utgitt | Bergen : Norwegian School of Economics and Business Administration, Department of Finance and Management Science , 2008
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| Omfang | S. [207]-230
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| Opplysninger | Særtrykk av: Osaka journal of mathematics, 44(2007)
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