Applications du temps local aux équations différentielles stochastiques unidimensionnelles
Séminaire de probabilités de Strasbourg (1983)
- Volume: 17, page 15-31
Access Full Article
topHow to cite
topLe Gall, Jean-François. "Applications du temps local aux équations différentielles stochastiques unidimensionnelles." Séminaire de probabilités de Strasbourg 17 (1983): 15-31. <http://eudml.org/doc/113432>.
@article{LeGall1983,
author = {Le Gall, Jean-François},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {strong solutions; local time; comparison and convergence; pathwise uniqueness},
language = {fre},
pages = {15-31},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Applications du temps local aux équations différentielles stochastiques unidimensionnelles},
url = {http://eudml.org/doc/113432},
volume = {17},
year = {1983},
}
TY - JOUR
AU - Le Gall, Jean-François
TI - Applications du temps local aux équations différentielles stochastiques unidimensionnelles
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 15
EP - 31
LA - fre
KW - strong solutions; local time; comparison and convergence; pathwise uniqueness
UR - http://eudml.org/doc/113432
ER -
References
top- [1] M.T. Barlow : One dimensional differential equation with no strong solutionJ. London Math. Soc. (2), 26 (1982), 330-347. Zbl0456.60062MR675177
- [2] N. Ikeda, S. Watanabe : Stochastic differential equations and diffusion processes. North Holland mathematical library-Kodansha (1981). Zbl0495.60005MR637061
- [3] S. Kawabata, T. Yamada : On some limit theorems for solutions of stochastic differential equations. Séminaire de probabilités XVI. Lecture Notes in Mathematics, 920, Springer Verlag, Berlin (1982). Zbl0484.60052MR658704
- [4] P.A. Meyer : Un cours sur les intégrales stochastiques. Séminaire de probabilités X. Lecture Notes in Mathematics, 511, p. 245-400, Springer Verlag, Berlin (1976). Zbl0374.60070MR501332
- [5] S. Nakao : On the pathwise uniqueness of solutions of stochastic differential equations. Osaka J. of Mathematics, 9 (1972), p. 513-518. Zbl0255.60039MR326840
- [6] Y. Okabe, A. Shimizu : On the pathwise uniqueness of solutions of stochastic differential equations. J. Math. Kyoto University, 15 (1975) p. 455-466. Zbl0353.60055MR380989
- [7] E. Perkins : Local time and pathwise uniqueness for stochastic differential equations. Séminaire de probabilités XVI, Lecture notes in Maths.920 p. 201-208, Springer Verlag, Berlin (1982). Zbl0485.60057MR658680
- [8] D.W. Stroock, S.R.S. Varadhan : Multidimensional diffusion processes, Grundlehren der Math. Wissenschaften, 253 , Springer Verlag, Berlin (1979). Zbl0426.60069MR532498
- [9] A.Y. Veretennikov : On the strong solutions of stochastic differential equations. Theory of probability and its applications, 29 (1979) p. 354-366. Zbl0434.60064
- [10] T. Yamada : On a comparison theorem for solutions of stochastic differential equations and its applications. J. Math . Kyoto University, 13 (1973), p. 497-512. Zbl0277.60047MR339334
- [11] T. Yamada, S. Watanabe : On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto University11 (1971), p. 155-167. Zbl0236.60037MR278420
- [12] M. Yor : Sur la continuité des temps locaux associés à certaines semimartingales, Astérisque52-53 (1978), p. 23.35.
Citations in EuDML Documents
top- Dominique Lépingle, Christine Marois, Équations différentielles stochastiques multivoques unidimensionnelles
- Jia-An Yan, A comparison theorem for semimartingales and its applications
- Martin T. Barlow, Edwin A. Perkins, On pathwise uniqueness and expansion of filtrations
- Martin T. Barlow, Jim Pitman, Marc Yor, On Walsh's brownian motions
- Nicolas Fournier, On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.