Expected values of functionals with respect to the Ito distribution
نویسندگان
چکیده
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Representation of functionals of Ito processes in bounded domains via parabolic Ito equations
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ژورنال
عنوان ژورنال: Pacific Journal of Mathematics
سال: 1968
ISSN: 0030-8730,0030-8730
DOI: 10.2140/pjm.1968.25.371