Calcul des variations stochastique et processus de sauts

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Publication:3957749

DOI10.1007/BF00538963zbMath0494.60082OpenAlexW2018222694MaRDI QIDQ3957749

Jean-Michel Bismut

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00538963


Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Stochastic integrals (60H05) Transition functions, generators and resolvents (60J35)


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