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Stochastic integration / Michel Métivier, J. Pellaumail.

; Pellaumail, Jean, author
New York : Academic Press, 1980.
ISBN 9780124914506, 0124914500

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Other Authors Pellaumail, Jean,
Subjects Decomposition (Mathematics)
Dekomposition.
Décomposition (Mathématiques)
Décomposition (mathématiques)
Intégrales stochastiques.
Martingal.
Martingales (Mathematics)
Martingales (Mathématiques)
Martingales (mathématiques)
Stochastic integrals.
Stochastisches Integral.
Series Probability and mathematical statistics.
Description xii, 196 pages ; 24 cm.
Copyright Date 1980.
Notes Includes bibliographical references (pages 188-194) and index.
Contents Stochastic integral with respect to [pi]-processes -- The Ito formula -- Stochastic integral equations -- Martingales and semimartingales -- Stochastic measures -- Special features of infinite-dimensional stochastic integration.
Network Numbers (OCoLC)5608050
(OCoLC)ocm05608050
WorldCat Search OCLC WorldCat
WorldCat Identities Métivier, Michel, 1931-
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