Stochastic Processes
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Published By Cambridge University Press

9780511997044
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Path properties of Brownian motion

2012 ◽  
pp. 43-48
Author(s):  
Richard F. Bass
Keyword(s):  
Brownian Motion ◽  
Path Properties

Martingales

2012 ◽  
pp. 13-24
Author(s):  
Richard F. Bass

The space C[0, 1]

2012 ◽  
pp. 247-250
Author(s):  
Richard F. Bass

Preface

2012 ◽  
pp. xiii-xiv
Author(s):  
Richard F. Bass

The Girsanov theorem

2012 ◽  
pp. 89-93
Author(s):  
Richard F. Bass
Keyword(s):  
Girsanov Theorem

Applications of the Markov properties

2012 ◽  
pp. 167-176
Author(s):  
Richard F. Bass
Keyword(s):  
Markov Properties

Skorokhod embedding

2012 ◽  
pp. 100-110
Author(s):  
Richard F. Bass
Keyword(s):  
Skorokhod Embedding

Construction of Brownian motion

2012 ◽  
pp. 36-42
Author(s):  
Richard F. Bass
Keyword(s):  
Brownian Motion

Some applications of Itô's formula

2012 ◽  
pp. 77-88
Author(s):  
Richard F. Bass
Keyword(s):  
Itô’S Formula ◽  
Itô's Formula ◽  
Ito’S Formula ◽  
Ito's Formula

Dirichlet forms

2012 ◽  
pp. 302-311
Author(s):  
Richard F. Bass
Keyword(s):  
Dirichlet Forms
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