Calcul stochastique et problèmes de martingales
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Publication:599437
DOI10.1007/BFb0064907zbMath0414.60053WikidataQ98840088 ScholiaQ98840088MaRDI QIDQ599437
Publication date: 1979
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
93E11: Filtering in stochastic control theory
60G44: Martingales with continuous parameter
60H05: Stochastic integrals
60G57: Random measures
60H20: Stochastic integral equations
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