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Linear Random Functionals and Stochastic Calculus

Bensoussan, Alain (2003), Linear Random Functionals and Stochastic Calculus. https://basepub.dauphine.fr/handle/123456789/6948

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Type
Document de travail / Working paper
Date
2003
Publisher
Université Paris-Dauphine
Series title
Cahiers du Ceremade
Series number
28
Published in
Paris
Pages
37
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Author(s)
Bensoussan, Alain
Subjects / Keywords
Nonlinear problems; Stochastic integral; Linear random functionals