Small Time Path Behavior of Double Stochastic Integrals and Applications to Stochastic Control
| Autor: | Cheridito, Patrick, Soner, H. Mete, Touzi, Nizar |
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| Zdroj: | The Annals of Applied Probability, 2005 Nov 01. 15(4), 2472-2495. |
| Databáze: | JSTOR Journals |
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