Stochastic differential equations. An introduction with applications.
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Publication:5966640
zbMath0747.60052MaRDI QIDQ5966640
Publication date: 18 September 1992
Published in: Universitext (Search for Journal in Brave)
stochastic optimal controluniform integrabilitymartingale problemmartingale convergenceintroduction to stochastic differential equations
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic analysis (60Hxx)
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