LIBROS DEL AUTOR: boulakhras gherbal

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  • General Stochastic Differential Equations and Control Problems
    Boulakhras Gherbal / Hafida Ben Brahim
    This book studies stochastic differential equations and stochastic control problems driven by general continuous local martingales with spatial parameters. In this setting, stochastic dynamics are characterized through local characteristics and quadratic variation, allowing the modeling of systems beyond the classical Brownian framework.The book first investigates weak and stro...
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    92,32 €