La convergence de la série de Picard pour les EDS

Laurent Schwartz

Séminaire de probabilités de Strasbourg (1989)

  • Volume: 23, page 343-354

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Schwartz, Laurent. "La convergence de la série de Picard pour les EDS." Séminaire de probabilités de Strasbourg 23 (1989): 343-354. <http://eudml.org/doc/113685>.

@article{Schwartz1989,
author = {Schwartz, Laurent},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic differential equation; continuous semimartingale; Lipschitz mapping; cadlag processes; inequality of Burkholder-Davis-Gundy},
language = {fre},
pages = {343-354},
publisher = {Springer - Lecture Notes in Mathematics},
title = {La convergence de la série de Picard pour les EDS},
url = {http://eudml.org/doc/113685},
volume = {23},
year = {1989},
}

TY - JOUR
AU - Schwartz, Laurent
TI - La convergence de la série de Picard pour les EDS
JO - Séminaire de probabilités de Strasbourg
PY - 1989
PB - Springer - Lecture Notes in Mathematics
VL - 23
SP - 343
EP - 354
LA - fre
KW - stochastic differential equation; continuous semimartingale; Lipschitz mapping; cadlag processes; inequality of Burkholder-Davis-Gundy
UR - http://eudml.org/doc/113685
ER -

References

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  1. [1] K. Bichteler, Stochastic integration and Lp-theory of semi-martingales, Annals of probability, 1981, vol.9, n° 1, p. 49-89. Zbl0458.60057MR606798
  2. [1] Cl. Dellacherie et P.A. Meyer, Probabilités et potentiels, théorie des martingales, ParisHermann, Actualités Scientifiques et industrielles, n° 1385, 1980. Zbl0464.60001MR566768
  3. [1] M. Emery, Equations différentielles lipschitziennes, étude de la stabilité, Séminaire de Probabilités XIII, 1977-78, n° 721, 1979, Lecture Notes in Mathematics, Springer-Verlag, Berlin-Heidelberg-New York, pages 281-293. Zbl0408.60064MR544801
  4. [1] D. Feyel, Sur la méthode de Picard (EDO et EDS), Séminaire de probabilités XXI, 1985-86, n° 1247, 1987, Lecture Notes in Mathematics, Springer-Verlag, Berlin-Heidelberg-New York-London-Paris-Tokyo, pages 515-519. Zbl0629.60065MR942001

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