Stochastic differential equations. An introduction with applications
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Publication:1059928
zbMath0567.60055MaRDI QIDQ1059928
Publication date: 1985
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) 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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