Intégrale stochastique curviligne le long d'une courbe rectifiable

Renzo Cairoli

Séminaire de probabilités de Strasbourg (1980)

  • Volume: 14, page 489-495

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Cairoli, Renzo. "Intégrale stochastique curviligne le long d'une courbe rectifiable." Séminaire de probabilités de Strasbourg 14 (1980): 489-495. <http://eudml.org/doc/113307>.

@article{Cairoli1980,
author = {Cairoli, Renzo},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic curve integrals},
language = {fre},
pages = {489-495},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Intégrale stochastique curviligne le long d'une courbe rectifiable},
url = {http://eudml.org/doc/113307},
volume = {14},
year = {1980},
}

TY - JOUR
AU - Cairoli, Renzo
TI - Intégrale stochastique curviligne le long d'une courbe rectifiable
JO - Séminaire de probabilités de Strasbourg
PY - 1980
PB - Springer - Lecture Notes in Mathematics
VL - 14
SP - 489
EP - 495
LA - fre
KW - stochastic curve integrals
UR - http://eudml.org/doc/113307
ER -

References

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  1. [1] Behnke H. et Sommer F.Theorie der analytischen Funktionen einer komplexen Veränderlichen. Springer VerlagBerlin (1972) . Zbl0273.30001
  2. [2] Cairoli R. et Walsh J.B.Stochastic integrals in the plane. Acta mathematica134, 111-183 (1975) . Zbl0334.60026MR420845
  3. [3] Cairoli R. et Walsh J.B.Martingale representations and holomorphic processes. Annals of Probability5, 511-521 (1977). Zbl0371.60068MR471078
  4. [4] Cairoli R. et Walsh J.B.Régions d'arrêt, localisations et prolongements de martingales. Z. Wahrscheinlichkeitstheorie44, 279-306 (1978) . Zbl0369.60043MR509203
  5. [5] Wong E. et Zakai M.Martingales and stochastic integrals for processes with a multi-dimensional parameter. Z. Wahrscheinlichkeitstheorie29, 109-122 (1974) . Zbl0282.60030MR370758

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