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UM E-Theses Collection (澳門大學電子學位論文庫)

Title

Martingale representation theorems and their applications

Issue date

2006.

Author

Choi, Man Kin

Faculty

Faculty of Science and Technology

Department

Department of Mathematics

Degree

M.Sc.

Subject

Stochastic differential equations

Diffusion processes

Business mathematics

Supervisor

Ding, Deng

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Location
1/F Zone C
Library URL
991000166359706306