Sur l'équation stochastique de Tsirelson

Jean-François Le Gall; Marc Yor

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 81-88

How to cite


Le Gall, Jean-François, and Yor, Marc. "Sur l'équation stochastique de Tsirelson." Séminaire de probabilités de Strasbourg 17 (1983): 81-88. <>.

author = {Le Gall, Jean-François, Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {weak solution},
language = {fre},
pages = {81-88},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur l'équation stochastique de Tsirelson},
url = {},
volume = {17},
year = {1983},

AU - Le Gall, Jean-François
AU - Yor, Marc
TI - Sur l'équation stochastique de Tsirelson
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 81
EP - 88
LA - fre
KW - weak solution
UR -
ER -


  1. [1] V. Beneš : Non existence of strong non-anticipating solutions to Stochastic DEs ; Implications for Functional DEs, Filtering and control. In : Stochastic Processes and their applications - Vol 5, 1977, p.243-263. Zbl0367.60059MR458588
  2. [2] R. Lipcer, A.N. Shyriaev : Statistics of Random Processes, I. General Theory. Applications of Mathematics, Vol. 5, Springer-Verlag, 1977. Zbl0364.60004MR474486
  3. [3] D.W. Stroock, M. Yor : On extremal solutions of martingale problems. Ann.Sci. ENS. 4èmé série, t. 13, 1980, p. 95-164. Zbl0447.60034MR584083
  4. [4] B. Tsirelson : An example of a stochastic differential equation having no strong solution. Teo. Verojatnost. i. Prim. Vol 20, 1975, p. 427-430. Zbl0353.60061MR375461

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