Solution explicite de l’équation
Séminaire de probabilités de Strasbourg (1979)
- Volume: 13, page 614-619
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topYoeurp, Chantha. "Solution explicite de l’équation $Z_t=1+\int _0^t |Z_{s-}|\,dX_s$." Séminaire de probabilités de Strasbourg 13 (1979): 614-619. <http://eudml.org/doc/113254>.
@article{Yoeurp1979,
author = {Yoeurp, Chantha},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Stochastic Differential Equation; Explicite Solution},
language = {fre},
pages = {614-619},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Solution explicite de l’équation $Z_t=1+\int _0^t |Z_\{s-\}|\,dX_s$},
url = {http://eudml.org/doc/113254},
volume = {13},
year = {1979},
}
TY - JOUR
AU - Yoeurp, Chantha
TI - Solution explicite de l’équation $Z_t=1+\int _0^t |Z_{s-}|\,dX_s$
JO - Séminaire de probabilités de Strasbourg
PY - 1979
PB - Springer - Lecture Notes in Mathematics
VL - 13
SP - 614
EP - 619
LA - fre
KW - Stochastic Differential Equation; Explicite Solution
UR - http://eudml.org/doc/113254
ER -
References
top- (1) C. Dellacherie : "Capacités et processus stochastiques". Springer-Verlag, Berlin1972. Zbl0246.60032MR448504
- (2) C. Doleans-Dade : "On the existence and unicity of solutions of stochastic differential equations". Z. für. Wahr.36, 93-101, 1976. Zbl0343.60038MR413270
- (3) P.A. Meyer : "Un cours sur les intégrales stochastiques". Sém. Proba. de Strasbourg X , Lectures Notes in Math.511, Berlin, Springer (1976). Zbl0374.60070MR501332
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