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Controle des systemes lineaires quadratiques : Applications de l’integrale stochastique

Premiere Partie: Martingales Et Integrales Stochastiques

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 649)

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Bibliographie

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© 1978 Springer-Verlag Berlin Heidelberg

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Bismut, JM. (1978). Controle des systemes lineaires quadratiques : Applications de l’integrale stochastique. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XII. Lecture Notes in Mathematics, vol 649. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064606

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  • DOI: https://doi.org/10.1007/BFb0064606

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