Semimartingales : a course on stochastic processes / Michel Métivier

Auteur principal : Métivier, Michel, 1931-1988, AuteurType de document : MonographieCollection : De Gruyter studies in mathematics, 2Langue : anglais.Pays: Allemagne.Éditeur : Berlin : W. de Gruyter, 1982Description : 1 vol. (XI-287 p.) ; 25 cmISBN: 3110086743.ISSN: 0179-0986.Bibliographie : Bibliogr. p. 273-283. Index.Sujet MSC : 60G44, Probability theory and stochastic processes, Martingales with continuous parameter
60H05, Probability theory and stochastic processes - Stochastic analysis, Stochastic integrals
60G57, Probability theory and stochastic processes, Random measures
60H20, Probability theory and stochastic processes - Stochastic analysis, Stochastic integral equations
Item type: Monographie
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Bibliogr. p. 273-283. Index

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