Martingale measures and stochastic calculus
From MaRDI portal
Publication:909341
DOI10.1007/BF01288560zbMath0694.60041MaRDI QIDQ909341
Sylvie Méléard, Nicole El Karoui
Publication date: 1990
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)
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