Calcul stochastique et problèmes de martingales
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Publication:599437
DOI10.1007/BFB0064907zbMath0414.60053OpenAlexW1998107368WikidataQ98840088 ScholiaQ98840088MaRDI QIDQ599437
Publication date: 1979
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0064907
Filtering in stochastic control theory (93E11) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57) Stochastic integral equations (60H20)
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