Un survol de la théorie de l'intégrale stochastique
type: Item
instance of: scholarly article
title: Un survol de la théorie de l'intégrale stochastique
zbMATH Open document ID: 0436.60043
DOI: 10.1016/0304-4149(80)90017-4
author: Claude Dellacherie
published in: Stochastic Processes and their Applications
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 3680858
zbMATH Keywords: stochastic integrals
zbMATH Keywords: semimartingales
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Ito's formula
MaRDI profile type: Publication
full work available at URL: 0304-4149(80)90017-4
OpenAlex ID: W4213377612
description: scientific article; zbMATH DE number 3680858