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Calcul stochastique et problèmes de martingales. (French) Zbl 0414.60053

Lecture Notes in Mathematics. 714. Berlin-Heidelberg-New York: Springer-Verlag. X, 539 p. DM 46.00; $ 25.30 (1979).

MSC:

60G44 Martingales with continuous parameter
60G57 Random measures
60H05 Stochastic integrals
60H20 Stochastic integral equations
93E11 Filtering in stochastic control theory
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