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Remarques sur l’intĂ©grale stochastique. (French) Zbl 0427.60061

Seminaire de probabilites XIV, 1978/79, Lect. Notes Math. 784, 209-219 (1980).

MSC:

60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05 Stochastic integrals
60G40 Stopping times; optimal stopping problems; gambling theory

Citations:

Zbl 0416.00014
Full Text: Numdam EuDML