Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup> (Q3906216)

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Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup>
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    Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup> (English)
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    1981
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    semimartingales
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    nonlinear stochastic models
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    stochastic differential equations of Fisk-Stratonovich
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    estimating the rate of an observed Poisson process
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