Jacod, J. Calcul stochastique et problèmes de martingales. (French) Zbl 0414.60053 Lecture Notes in Mathematics. 714. Berlin-Heidelberg-New York: Springer-Verlag. X, 539 p. DM 46.00; $ 25.30 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 20 ReviewsCited in 549 Documents MSC: 60G44 Martingales with continuous parameter 60G57 Random measures 60H05 Stochastic integrals 60H20 Stochastic integral equations 93E11 Filtering in stochastic control theory Keywords:martingale problems; stochastic calculus; random measures; stochastic integral equations; filtering × Cite Format Result Cite Review PDF Full Text: DOI