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Stochastic Differential Systems: Proceedings of the 3rd IFIP-WG 7/1 Working Conf

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Semimartingales defined on markov processes. - The expected value of perfect information in the optimal evolution of stochastic systems. - On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations.

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ISBN-13:

9783540110385
Book Title:

Stochastic Differential Systems
ISBN:

9783540110385

None:

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