Skew products, regular conditional probabilities and stochastic differential equations : a technical remark

John C. Taylor

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 113-126

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Taylor, John C.. "Skew products, regular conditional probabilities and stochastic differential equations : a technical remark." Séminaire de probabilités de Strasbourg 26 (1992): 113-126. <http://eudml.org/doc/113787>.

@article{Taylor1992,
author = {Taylor, John C.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Malliavin's transfer principle; stochastic differential equations in Stratonovich form; skew product; strong solution for the Itô system},
language = {eng},
pages = {113-126},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Skew products, regular conditional probabilities and stochastic differential equations : a technical remark},
url = {http://eudml.org/doc/113787},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Taylor, John C.
TI - Skew products, regular conditional probabilities and stochastic differential equations : a technical remark
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 113
EP - 126
LA - eng
KW - Malliavin's transfer principle; stochastic differential equations in Stratonovich form; skew product; strong solution for the Itô system
UR - http://eudml.org/doc/113787
ER -

References

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  1. [1] M. Emery, Manifold-valued semimartingales and martingales, Springer Verlag, New York, Berlin, 1989. 
  2. [2] S. Helgason, Groups and Geometric Analysis, Academic Press, Orlando, Florida, 1984. Zbl0543.58001MR754767
  3. [3] N. Ikeda and S. Watanabe, Stochastic differential equations and diffusion processes, North-Holland/Kodansha, Amsterdam/Tokyo, 1981. Zbl0495.60005MR637061
  4. [4] M.P. Malliavin and P. Malliavin, Lecture Notes in Mathematics404 (Théorie du Potentiel et Analyse Harmonique), Springer-Verlag, Berlin, 1974. Zbl0282.00014
  5. [5] P. Malliavin, Géometrie différentielle stochastique, Seminaire de Mathématiques Supérieures64, Presses de l'Université de Montréal, Montréal, 1978. Zbl0393.60062MR540035
  6. [6] E.J. Pauwels and L.C.G. Rogers, Skew-product decompositions of Brownian motions, Contemporary Mathematics "Geometry of random motion" 73 (1988), 237-262. Zbl0656.58034MR954643
  7. [7] C. Stricker et M. Yor, Calcul stochastique dépendant d'un paramètre, Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete45 (1978), 109-133. Zbl0388.60056MR510530
  8. [8] F. Trèves, Topological vector spaces, distributions, and kernels, Academic Press, New York, 1967. Zbl0171.10402MR225131

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