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Mouvement brownien, martingales et calcul stochastique · Study

BookMouvement brownien, martingales et calcul stochastique

Jean‐François Le Gall2012

Book2012

Mouvement brownien, martingales et calcul stochastique

Jean‐François Le Gall

48 citations·0/0 files stored·Mathématiques et applications

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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2007Brownian Motion and Stochastic Calculus 1999Continuous Martingales and Brownian Motion 1983Stochastic Differential Equations and Diffusion Processes

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2015Bidimensional random effect estimation in mixed stochastic differential model

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Details

Year2012

Typebook

Published2012-09-17

VenueMathématiques et applications

ISSN-L1154-483X

Languagefr

Citations48

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-642-31898-6

openalex_workW635660397

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