Stochastic differential equations. An introduction with applications.
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Publication:5917702
zbMath0841.60037MaRDI QIDQ5917702
Publication date: 8 October 1995
Published in: Universitext (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Probabilistic potential theory (60J45) Stochastic analysis (60Hxx)
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