Pellaumail, J. Remarques sur l’intégrale stochastique. (French) Zbl 0427.60061 Seminaire de probabilites XIV, 1978/79, Lect. Notes Math. 784, 209-219 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 60H05 Stochastic integrals 60G40 Stopping times; optimal stopping problems; gambling theory Keywords:stochastic integral; stochastic differential equations; stopping time Citations:Zbl 0416.00014 PDF BibTeX XML Full Text: Numdam EuDML OpenURL