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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).

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