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MR2046382
(2005b:60168)
60H30
(60H20 90C39)
Mania, Michael; Tevzadze, Revaz A semimartingale backward equation and the variance-optimal martingale measure under general information flow. SIAM J. Control Optim. 42 (2003), no. 5, 1703–1726 (electronic). |
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