Stochastic Calculus and Applications (Q5254980)
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scientific article; zbMATH DE number 6444953
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic Calculus and Applications |
scientific article; zbMATH DE number 6444953 |
Statements
Stochastic Calculus and Applications (English)
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11 June 2015
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stochastic processes
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stochastic integrals
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stochastic differential equations
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martingales
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filtering
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stopping times
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semimartingales
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random measures
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stochastic control
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