Stochastic integrals and progressive measurability. An example
Séminaire de probabilités de Strasbourg (1983)
- Volume: 17, page 67-71
Access Full Article
top
How to cite
topPerkins, Edwin A.. "Stochastic integrals and progressive measurability. An example." Séminaire de probabilités de Strasbourg 17 (1983): 67-71. <http://eudml.org/doc/113467>.
@article{Perkins1983,
author = {Perkins, Edwin A.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Bessel process},
language = {eng},
pages = {67-71},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Stochastic integrals and progressive measurability. An example},
url = {http://eudml.org/doc/113467},
volume = {17},
year = {1983},
}
TY - JOUR
AU - Perkins, Edwin A.
TI - Stochastic integrals and progressive measurability. An example
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 67
EP - 71
LA - eng
KW - Bessel process
UR - http://eudml.org/doc/113467
ER -
References
top- 1. Emery, M. and Perkins, E.La filtration de B+L. Z.f. Wahrscheinlichkeitstheorie59, 383-390 (1982). Zbl0466.60073MR721634
- 2. Lévy, P.. Processus Stochastiques et Mouvement Brownien. Gauthier-Villars, Paris, 1948. Zbl0034.22603MR29120
- 3. McKean, M.P.The Bessel motion and a singular integral equation. Mem. Coll. Sci. Univ. Kyoto. Ser. A Math. 33, 317-322 (1960). Zbl0243.45009MR133660
- 4. Pitman, J.. One-dimensional Brownian motion and the three-dimensional Bessel process. Adv. Appl. Prob.7, 511-526 (1975). Zbl0332.60055MR375485
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.