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Stochastic Control Theory and Stochastic Differential Systems pp 142–155Cite as

The martingale calculus and applications

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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 16))

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References

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Authors and Affiliations

  1. University of Hull, England

    Robert J. Elliott

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  1. Robert J. Elliott
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M. Kohlmann W. Vogel

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© 1979 Springer-Verlag

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Elliott, R.J. (1979). The martingale calculus and applications. In: Kohlmann, M., Vogel, W. (eds) Stochastic Control Theory and Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 16. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0009379

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  • DOI: https://doi.org/10.1007/BFb0009379

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09480-7

  • Online ISBN: 978-3-540-35211-2

  • eBook Packages: Springer Book Archive

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