On Itô's formula for multidimensional Brownian motion:
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Bibliographic Details
Main Authors: Föllmer, Hans 1941- (Author), Protter, Philip (Author)
Format: Book
Language:English
Published: Berlin Humboldt-Univ. 2001
Series:Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse 2001,90
Physical Description:21 S.