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On the works of Kiyosi Itô and stochastic analysis |
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| Authors: | Masatoshi Fukushima |
| Affiliation: | (1) Osaka University, Osaka, Japan |
| Abstract: | |
| Keywords: | Brownian motion Lévy– It? decomposition It? integral It? formula stochastic differential equation Wiener– It? decomposition one-dimensional diffusion excursions stochastic geometry stochastic control stochastic finance |
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