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Stochastic Calculus and Applications - MaRDI portal

Stochastic Calculus and Applications (Q5254980)

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scientific article; zbMATH DE number 6444953
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English
Stochastic Calculus and Applications
scientific article; zbMATH DE number 6444953

    Statements

    title
    Stochastic Calculus and Applications (English)
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    author
    Samuel N. Cohen
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    Robert J. Elliott
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    publication date
    11 June 2015
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    zbMATH Keywords
    stochastic processes
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    stochastic integrals
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    stochastic differential equations
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    martingales
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    filtering
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    stopping times
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    semimartingales
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    random measures
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    stochastic control
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    Identifiers

    Mathematics Subject Classification ID
    60-01
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    60H05
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    60H10
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    60G07
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    60G42
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    60G44
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    60G40
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    60G48
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    60G57
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    93E11
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    93E20
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    zbMATH DE Number
    6444953
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    OpenAlex ID
    W4235679898
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