Intégrales stochastiques non monotones
Wei-An Zheng; Paul-André Meyer
Séminaire de probabilités de Strasbourg (1984)
- Volume: 18, page 154-171
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topZheng, Wei-An, and Meyer, Paul-André. "Intégrales stochastiques non monotones." Séminaire de probabilités de Strasbourg 18 (1984): 154-171. <http://eudml.org/doc/113476>.
@article{Zheng1984,
author = {Zheng, Wei-An, Meyer, Paul-André},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {semimartingales},
language = {fre},
pages = {154-171},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Intégrales stochastiques non monotones},
url = {http://eudml.org/doc/113476},
volume = {18},
year = {1984},
}
TY - JOUR
AU - Zheng, Wei-An
AU - Meyer, Paul-André
TI - Intégrales stochastiques non monotones
JO - Séminaire de probabilités de Strasbourg
PY - 1984
PB - Springer - Lecture Notes in Mathematics
VL - 18
SP - 154
EP - 171
LA - fre
KW - semimartingales
UR - http://eudml.org/doc/113476
ER -
References
top- Bismut, J.M.[1], Mécanique Aléatoire. Lecture Notes in Math. n°866 (1981) Zbl0457.60002
- Kunita, H.[1], On the decomposition of solutions of stochastic differential équations, Proceedings of the Durham Conference on Probability. Lecture Notes in Math. n°851 (1980) Zbl0474.60046MR620992
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