Stochastic differential equations with feedback in the differentials

Philip Protter

Séminaire de probabilités de Strasbourg (1982)

  • Volume: 16, page 459-468

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Protter, Philip. "Stochastic differential equations with feedback in the differentials." Séminaire de probabilités de Strasbourg 16 (1982): 459-468. <http://eudml.org/doc/113400>.

@article{Protter1982,
author = {Protter, Philip},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semimartingale; feedback},
language = {eng},
pages = {459-468},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Stochastic differential equations with feedback in the differentials},
url = {http://eudml.org/doc/113400},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Protter, Philip
TI - Stochastic differential equations with feedback in the differentials
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 459
EP - 468
LA - eng
KW - semimartingale; feedback
UR - http://eudml.org/doc/113400
ER -

References

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  1. 1. Dellacherie, C., et Meyer, P.A.: Probabilités et Potentiel, Vol. II, Paris : Hermann, 1980. Zbl0464.60001MR566768
  2. 2. Emery, M.: Une Topologie sur L'Espace des Semimartingales. Sem. de Proba. XIII, SpringerLect. Notes in Math.721, 260-280, 1979. Zbl0406.60057MR544800
  3. 3. Emery, M.: Equations Differentielles Lipschitziennes: La Stabilité. Sem. de Proba. XIII, SpringerLect. Notes in Math.721, 281-293, 1979. Zbl0408.60064MR544801
  4. 4. Jacod, J.: Calcul Stochastique et Problèmes de Martingales. SpringerLect. Notes in Math.714, 1979. Zbl0414.60053MR542115
  5. 5. Jacod, J. and Protter, P.: Quelques remarques sur un nouveau type d'équations différéntielles stochastiques. In this volume. Zbl0482.60056
  6. 6. Lenglart, E.: Sur la localisation des intégrales stochastiques. Sem. de Proba. XII, SpringerLecture Notes in Math. 649, 53, 1978. Zbl0387.60062MR519994
  7. 7. Métivier, M. and Pellaumail, J.: Stochastic Integration. New York : Academic Press, 1980. Zbl0463.60004MR578177
  8. 8. Meyer, P.A.: Un Cours sur les Intégrales Stochastiques. Sem. de Proba. X, SpringerLect. Notes in Math.511, 245-400, 1976. Zbl0374.60070MR501332
  9. 9. Meyer, P.A.: Inégalitiés de Normes pour les Intégrales Stochastiques. Sem. de Proba. XII, SpringerLect. Notes in Math.649, 757-762, 1978. Zbl0382.60050MR520043
  10. 10. Protter, P.: Hp stability of solutions of stochastic differential equations. Z. Wahrscheinlichkeitstheorie und verw. Geb.44, 337-352, 1978. Zbl0378.60042MR509206

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