Calcul d'Ito sans probabilités

Hans Föllmer

Séminaire de probabilités de Strasbourg (1981)

  • Volume: 15, page 143-150

How to cite


Föllmer, Hans. "Calcul d'Ito sans probabilités." Séminaire de probabilités de Strasbourg 15 (1981): 143-150. <>.

author = {Föllmer, Hans},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {quadratic variation},
language = {fre},
pages = {143-150},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Calcul d'Ito sans probabilités},
url = {},
volume = {15},
year = {1981},

AU - Föllmer, Hans
TI - Calcul d'Ito sans probabilités
JO - Séminaire de probabilités de Strasbourg
PY - 1981
PB - Springer - Lecture Notes in Mathematics
VL - 15
SP - 143
EP - 150
LA - fre
KW - quadratic variation
UR -
ER -


  1. [1] Bichteler, K.: Stochastic Integration and Lp-theory of semimartingales. Technical report No. 5, U. of Texas (1979). 
  2. [2] Dellacherie, C., et Meyer, P.A.: Probabilités et Potentiel; Théorie des Martingales. Hermann (1980). Zbl0464.60001MR566768
  3. [3] Fukushima, M.: Dirichlet forms and Markov processes. North Holland (1980). Zbl0422.31007MR569058
  4. [4] Meyer, P.A.: Un cours sur les intégrales stochastiques. Sém.Prob.X, LN511 (1976). Zbl0374.60070MR501332
  5. [5] Stricker, C.: Quasimartingales et variations. Sém.Prob.XV (1980). Zbl0456.60054MR622582

Citations in EuDML Documents

  1. Jean Bertoin, Temps locaux et intégration stochastique pour les processus de Dirichlet
  2. Hans-Jürgen Engelbert, Jochen Wolf, Dirichlet functions of reflected Brownian motion
  3. Hans Föllmer, Ching-Tang Wu, Marc Yor, On weak brownian motions of arbitrary order
  4. Samia Beghdadi-Sakrani, Calcul stochastique pour les mesures signées
  5. Mihai Gradinaru, Ivan Nourdin, Francesco Russo, Pierre Vallois, m-order integrals and generalized Itô's formula ; the case of a fractional brownian motion with any Hurst index
  6. Antoine Lejay, Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem

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