Convergence des approximations de McShane d'une diffusion sur une variété compacte

Monique Pontier; Jacques Szpirglas

Séminaire de probabilités de Strasbourg (1987)

  • Volume: 21, page 534-543

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Pontier, Monique, and Szpirglas, Jacques. "Convergence des approximations de McShane d'une diffusion sur une variété compacte." Séminaire de probabilités de Strasbourg 21 (1987): 534-543. <http://eudml.org/doc/113613>.

@article{Pontier1987,
author = {Pontier, Monique, Szpirglas, Jacques},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {McShane approximation of a stochastic differential equation; order of convergence},
language = {fre},
pages = {534-543},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Convergence des approximations de McShane d'une diffusion sur une variété compacte},
url = {http://eudml.org/doc/113613},
volume = {21},
year = {1987},
}

TY - JOUR
AU - Pontier, Monique
AU - Szpirglas, Jacques
TI - Convergence des approximations de McShane d'une diffusion sur une variété compacte
JO - Séminaire de probabilités de Strasbourg
PY - 1987
PB - Springer - Lecture Notes in Mathematics
VL - 21
SP - 534
EP - 543
LA - fre
KW - McShane approximation of a stochastic differential equation; order of convergence
UR - http://eudml.org/doc/113613
ER -

References

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  7. [ 6 ] M.W. Hirsch, "Differential Topology", Graduate texts in Mathematics n° 33, Springer-Verlag, 1976. Zbl0356.57001MR448362
  8. [ 7 ] N. Ikeda, S. Watanabe, "Stochastic Differential Equations on Manifolds", North Holland, 1981. Zbl0495.60005MR637061
  9. [ 8 ] S. Kobayashi, K. Nomizu, "Fundations of Differential Geometry", vol. 1-2, Interscience, 1969. Zbl0175.48504
  10. [ 9 ] H. Korezlioglu, G. Mazziotto, "Modélisation et filtrage approché de systèmes stochastiques non linéaires", Note Technique CNET, 1983. 
  11. [ 10 ] E.J. Mc Shane, "Stochastic Calculus and Stochastic Models", Academic Press, New-York, 1974. Zbl0292.60090
  12. [ 11 ] P. Malliavin, "Formule de la moyenne, calcul de perturbation et théorèmes d'annulation pour les formes harmoniques", Journal of Functional Analysis17, 274-291, 1974. Zbl0425.58022MR385932
  13. [ 12 ] M. Pontier, J. Szpirglas, "Filtrage non linéaire avec observations sur une variété", Stochastics15, 121-148, 1985. Zbl0569.60047MR809141
  14. [ 13 ] M. Pontier, J. Szpirglas, "Filtering with observation on a Riemannian Symetric space", 3rd Bad Honnef Conference, L.N. in Control and I. Sc. N° 78, 316-329, 1985. Zbl0593.58049MR903054

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