Elliott, Robert J. Stochastic calculus and applications. (English) Zbl 0503.60062 Applications of Mathematics, 18. New York - Heidelberg - Berlin: Springer-Verlag. IX, 302 p. DM 112.00; $ 44.80 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 6 ReviewsCited in 223 Documents MSC: 60Hxx Stochastic analysis 60G40 Stopping times; optimal stopping problems; gambling theory 60G44 Martingales with continuous parameter 93Exx Stochastic systems and control 60J60 Diffusion processes 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 49J55 Existence of optimal solutions to problems involving randomness PDF BibTeX XML