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

top

Le Gall, Jean-François, and Yor, Marc. "Sur l'équation stochastique de Tsirelson." Séminaire de probabilités de Strasbourg 17 (1983): 81-88. <http://eudml.org/doc/113470>.

@article{LeGall1983,
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 = {http://eudml.org/doc/113470},
volume = {17},
year = {1983},
}

TY - JOUR
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 - http://eudml.org/doc/113470
ER -

References

top
  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

NotesEmbed ?

top

You 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.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.