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Controle stochastique continu et martingales

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Séminaire de Probabilités XIV 1978/79

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 784))

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Authors and Affiliations

  1. Institute de Recherche Mathématique Avancée Laboratoire Associé au CNRS no 1, Université Louis Pasteur, 7, Rue René-Descartes, 67084, Strasbourg Cédex, France

    Masatoshi Fujisaki

  2. Kobe University of Commerce, 4-3-3, Seiryodai Tarumi-ku, 655, Kobé, Japon

    Masatoshi Fujisaki

Authors
  1. Masatoshi Fujisaki
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Jacques Azéma Marc Yor

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© 1980 Springer-Verlag

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Fujisaki, M. (1980). Controle stochastique continu et martingales. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XIV 1978/79. Lecture Notes in Mathematics, vol 784. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0089494

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  • DOI: https://doi.org/10.1007/BFb0089494

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09760-0

  • Online ISBN: 978-3-540-38642-1

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