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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)

Keywords

Random Measure Admissible Control Minimum Principle Stochastic Integral Countable Family 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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