Abstract
The standard setting for stochastic calculus is a probability space (Ω,, F, P) equipped with a filtration (F t )t≥0. Here Ω is a set, F is a σ-field on Ω, that is, a family of subsets of Ω satisfying the conditions
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© 1999 Springer Science+Business Media Dordrecht
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Antonelli, P.L., Zastawniak, T.J. (1999). Introduction to Stochastic Calculus on Manifolds. In: Fundamentals of Finslerian Diffusion with Applications. Fundamental Theories of Physics, vol 101. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-4824-5_3
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DOI: https://doi.org/10.1007/978-94-011-4824-5_3
Publisher Name: Springer, Dordrecht
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