Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup> (Q3906216)
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English | Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup> |
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Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup> (English)
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1981
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semimartingales
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nonlinear stochastic models
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stochastic differential equations of Fisk-Stratonovich
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estimating the rate of an observed Poisson process
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