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The Ito-Clifford integral. III: The Markov property of solutions to stochastic differential equations. (English) Zbl 0527.60059


MSC:

60H05 Stochastic integrals
46L51 Noncommutative measure and integration
46L53 Noncommutative probability and statistics
46L54 Free probability and free operator algebras
60J25 Continuous-time Markov processes on general state spaces
Full Text: DOI

References:

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[12] Segal, I. E.: A non-commutative extension of abstract integration. Ann. Math.57, 401-457 (1953);58, 595-596 (1953) · Zbl 0051.34201 · doi:10.2307/1969729
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