Calcul des variations sur un brownien subordonné

Rémi Léandre

Séminaire de probabilités de Strasbourg (1988)

  • Volume: 22, page 414-433

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Léandre, Rémi. "Calcul des variations sur un brownien subordonné." Séminaire de probabilités de Strasbourg 22 (1988): 414-433. <http://eudml.org/doc/113643>.

@article{Léandre1988,
author = {Léandre, Rémi},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Lévy measure; stochastic differential equations for pure jump processes; local time; Malliavin calculus},
language = {fre},
pages = {414-433},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Calcul des variations sur un brownien subordonné},
url = {http://eudml.org/doc/113643},
volume = {22},
year = {1988},
}

TY - JOUR
AU - Léandre, Rémi
TI - Calcul des variations sur un brownien subordonné
JO - Séminaire de probabilités de Strasbourg
PY - 1988
PB - Springer - Lecture Notes in Mathematics
VL - 22
SP - 414
EP - 433
LA - fre
KW - Lévy measure; stochastic differential equations for pure jump processes; local time; Malliavin calculus
UR - http://eudml.org/doc/113643
ER -

References

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  1. [B.1] J.M. Bismut : Calcul des variations stochastiques et processus de sauts. Z.W.63. 147-235, 1983. Zbl0494.60082
  2. [B.2] J.M. Bismut : The calculus of boundary process. Annales de l'E.N.S. XVII4 (1984). Zbl0561.60081
  3. [B.M] J.M. Bismut, D. Michel : Diffusions conditionnelles I. J.F.A44174-211 (1981). Zbl0475.60061
  4. [B.G.J] K. Bichteler, J.B. Gravereaux, J. Jacod : Malliavin Calculus for processes with jumps, Gordon and Breach, 1987. Zbl0706.60057
  5. [J] J. Jacod : Calcul stochastique et problèmes de martingales. Lect. Notes in Math.714. Springer (1979). Zbl0414.60053
  6. [I.M.K] K. Ito, H.P. Mac Kean : Diffusion processes and their sample paths. Grund. Math. Wissen. Band 125. Springer (1974). Zbl0285.60063
  7. [I.W] N. Ikeda, S. Watanabe : Stochastic differential equations and diffusion processes. North-Holland. (1981) Zbl0495.60005
  8. [L] R. Leandre : Thèse de troisième cycle. Université de Besançon. (1984). 
  9. [L 1] R. Leandre : Flot d'une équation différentielle avec semi-martingale directrice discontinue. Séminaire de Proba n° XIX. 271-274. Lect. Notes in Math.1123. Berlin. Springer. (1985). Zbl0567.60058
  10. [St] D.W. StroockThe Malliavin Calculus and its applications. Ecole de Probabilité de Saint-Flour. Lect. Notes in Math976. 267-382. Springer (1983). Zbl0494.60060
  11. [S.V] D.W. Stroock, S.R.S. Varadhan : Multidimensional diffusion processes. Grund. Math. Wissen. Band 233. Springer (1974). Zbl0426.60069

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