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Arret optimal previsible

Martingales, Stochastic Integrals

Part of the Lecture Notes in Mathematics book series (LNM,volume 695)

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Bibliographie

  1. J.M. BISMUT, Contrôle stochastique, jeux et temps d'arrêt. Applications de la théorie probabiliste du potentiel.Z.f.W. Vol.39, p 315 à 338.1977.

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  2. J.M. BISMUT et B. SKALLI, Temps d'arrêt optimal, théorie générale des processus et processu de Markov.Z.f.W. vol.39, p 301 à 314. 1977.

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  3. C.DELLACHERIE, Capacités et processus stochastiques.

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  5. M.MAINGUENEAU, Théorie générale et problèmes d'optimalité. Thèse de 3ème cycle. Paris. Juin 1977.

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  6. J.F. MERTENS, Théorie des processus stochastiques généraux. Applications aux surmartingales. Z.Wahrs.theorie, vol.22 p 45–68. 1972.

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© 1978 Springer-Verlag

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El Karoui, N. (1978). Arret optimal previsible. In: Kallianpur, G., Kölzow, D. (eds) Measure Theory Applications to Stochastic Analysis. Lecture Notes in Mathematics, vol 695. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0062650

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  • DOI: https://doi.org/10.1007/BFb0062650

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09098-4

  • Online ISBN: 978-3-540-35556-4

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