Sur la méthode de L. Schwartz pour les e.d.s

Paul-André Meyer

Séminaire de probabilités de Strasbourg (1991)

  • Volume: 25, page 108-112

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Meyer, Paul-André. "Sur la méthode de L. Schwartz pour les e.d.s." Séminaire de probabilités de Strasbourg 25 (1991): 108-112. <http://eudml.org/doc/113748>.

@article{Meyer1991,
author = {Meyer, Paul-André},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {stochastic differential equations; semi-martingale; Picard's method; Doob inequality},
language = {eng},
pages = {108-112},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur la méthode de L. Schwartz pour les e.d.s},
url = {http://eudml.org/doc/113748},
volume = {25},
year = {1991},
}

TY - JOUR
AU - Meyer, Paul-André
TI - Sur la méthode de L. Schwartz pour les e.d.s
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 108
EP - 112
LA - eng
KW - stochastic differential equations; semi-martingale; Picard's method; Doob inequality
UR - http://eudml.org/doc/113748
ER -

References

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  1. Feyel ( D.) [1]. Sur la méthode de Picard (é.d.o. et é.d.s.) pour les é.d.s., Sém. Prob. XXI, LN in M.1247, 1987, p. 515-519. Zbl0629.60065MR942001
  2. Karandikar ( R.L.) [1]. A.S. approximation results for multiplicative stochastic integrals, Sém. Prob. XVI, LN in M.920, 1982, p. 384-391. Zbl0502.60042MR658700
  3. Karandikar ( R.L.) [2]. On Métivier-Pellaumail inequality, Emery topology and pathwise formulae in stochastic calculus, Sankhya, Ser. A, 51, 1989, p.121-143. Zbl0722.60048MR1065565
  4. Lenglart ( E.) [1]. Sur l'inégalité de Métivier-Pellaumail, Sém. Prob. XIV, LN in M.784, 1980, p. 125-127. Zbl0427.60044MR580116
  5. Métivier ( M.) et Pellaumail ( J.) [1]. Stochastic Integration, Academic Press, 1979. Zbl0463.60004MR578177
  6. Schwartz ( L.) [1]. La convergence de la série de Picard pour les é,d.s., Sém. Prob. XXIII, LN in M.1372, 1989, p. 343-354. Zbl0743.60056MR1022922

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