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A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow.
Michael Mania
Revaz Tevzadze
Published in:
SIAM J. Control. Optim. (2003)
Keyphrases
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information flow
flow analysis
special case
social networks
information flows
data mining
optimal solution
similarity measure
information propagation
database systems
supply chain
information security
process management
flow graph