The martingale calculus and applications

  • Robert J. Elliott
Part I: Survey Lectures
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)


Random Measure Admissible Control Minimum Principle Stochastic Integral Countable Family 
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Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • Robert J. Elliott
    • 1
  1. 1.University of HullEngland

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