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Small time path behavior of double stochastic integrals and applications to stochastic control
We study the small time path behavior of double stochastic integrals of othe form f(0)(t)(f(0)(r) b(u) dW(u))(T) dW(r), where W is ad-dimensional Brownian motion and b is an integrable progressively measurable stochastic process taking values in the set of d x d-matrices. We prove a law of the itera
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