Compensation multiplicative et «produits de Wick»
Séminaire de probabilités de Strasbourg (1985)
- Volume: 19, page 242-247
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topRuiz de Chavez, Juan. "Compensation multiplicative et «produits de Wick»." Séminaire de probabilités de Strasbourg 19 (1985): 242-247. <http://eudml.org/doc/113518>.
@article{RuizdeChavez1985,
author = {Ruiz de Chavez, Juan},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Wick products; Wick powers; multiplicative decomposition of positive supermartingales; iterated Ito integral},
language = {fre},
pages = {242-247},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Compensation multiplicative et «produits de Wick»},
url = {http://eudml.org/doc/113518},
volume = {19},
year = {1985},
}
TY - JOUR
AU - Ruiz de Chavez, Juan
TI - Compensation multiplicative et «produits de Wick»
JO - Séminaire de probabilités de Strasbourg
PY - 1985
PB - Springer - Lecture Notes in Mathematics
VL - 19
SP - 242
EP - 247
LA - fre
KW - Wick products; Wick powers; multiplicative decomposition of positive supermartingales; iterated Ito integral
UR - http://eudml.org/doc/113518
ER -
References
top- [1]. Surgailis ( D.). On Poisson multiple stochastic integrals and associated equilibrium Markov processes. Proc. IFIP-ISI international conf. on random fields, Bangalore1982. Lect. Notes in Inf. Control.49, Springer Verlag. Zbl0511.60047MR799947
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