Introduction au calcul stochastique

Marc Yor

Séminaire Bourbaki (1981-1982)

  • Volume: 24, page 275-292
  • ISSN: 0303-1179

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Yor, Marc. "Introduction au calcul stochastique." Séminaire Bourbaki 24 (1981-1982): 275-292. <http://eudml.org/doc/109992>.

@article{Yor1981-1982,
author = {Yor, Marc},
journal = {Séminaire Bourbaki},
keywords = {stochastic calculus; Ito's rule; Girsanov theorem; local time; Malliavin calculus},
language = {fre},
pages = {275-292},
publisher = {Société Mathématique de France},
title = {Introduction au calcul stochastique},
url = {http://eudml.org/doc/109992},
volume = {24},
year = {1981-1982},
}

TY - JOUR
AU - Yor, Marc
TI - Introduction au calcul stochastique
JO - Séminaire Bourbaki
PY - 1981-1982
PB - Société Mathématique de France
VL - 24
SP - 275
EP - 292
LA - fre
KW - stochastic calculus; Ito's rule; Girsanov theorem; local time; Malliavin calculus
UR - http://eudml.org/doc/109992
ER -

References

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