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Titlebook: Introduction to Stochastic Calculus; Rajeeva L. Karandikar,B. V. Rao Textbook 2018 Springer Nature Singapore Pte Ltd. 2018 Stochastic Calc

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978-981-13-4121-2Springer Nature Singapore Pte Ltd. 2018
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The Davis Inequality,ant role in answering various questions on the stochastic integral w.r.t. a martingale .—including condition on . under which . is a local martingale. This naturally leads us to the notion of a sigma-martingale which we discuss. We will begin with a result on martingales obtained from process with a
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David C. Dale MDtigated on uniform distribution of relative values of currents when the actual loading corresponds to the capacity of a concrete source. Novel concepts for quantitative representation of operating regimes of sources are entered with the use of projective geometry method.
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