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Géométrie stochastique sans larmes. (French) Zbl 0459.60046

Seminaire de probabilites XV, Univ. Strasbourg 1979/80, Lect. Notes Math. 850, 44-102 (1981).

MSC:

60H05 Stochastic integrals
58J65 Diffusion processes and stochastic analysis on manifolds
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65 Brownian motion
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