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Tanaka's formula · Vinony

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EntityQ3068230· pop 5· linked from 5 articles

Tanaka's formula

kind of differential equation

Connections

International Standard Book Number

Categories

Equations Martingale theory Stochastic calculus Theorems in probability theory

Sources

wikipedia.externallinksexternallink

function

Entity

Brownian motion

smooth function

stochastic calculus

Albert Shiryaev

Bernt Øksendal

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