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14 - Continuous (semi-)martingales

from III - Stochastic processes lifted to rough paths

Published online by Cambridge University Press:  05 June 2012

Peter K. Friz  and
Nicolas B. Victoir
Peter K. Friz
Affiliation:
University of Cambridge
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Multidimensional Stochastic Processes as Rough Paths
Theory and Applications
 , pp. 386 - 401
Publisher: Cambridge University Press
Print publication year: 2010

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