Les processus à accroissements indépendants et les équations de structure
Séminaire de probabilités de Strasbourg (1992)
- Volume: 26, page 405-409
Access Full Article
topHow to cite
topReferences
top- [1] A. Dermoune, Distributions sur l'espace de P.Lévy et calcul stochastique. Ann. Inst. Henri Poincaré, Vol. 26, n. 1, 1990, pp. 101-119. Zbl0699.60053MR1075441
- [2] M. Emery, On the Azéma Martingales. Sém. Prob. XXIII, Lect. Notes in Math.1372 , Springer-Verlag, 1989, pp. 66-87. Zbl0753.60045MR1022899
- [3] S.W. He and J.G. Wang, The total continuity of natural filtrations. Sém. Prob. XVI, Lect. Notes in Math.920, Springer-Verlag, 1982, pp. 348-354. Zbl0505.60055MR658696
- [4] S.W. He and J.G. Wang, Chaos decomposition and property of predictable representation. Science in China (Series A), Vol 32, 4, 1989, pp. 397-407. Zbl0668.60051MR1050027
- [5] N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffussion Processes. North-Holland, 1981. Zbl0495.60005MR637061
- [6] P.A. Meyer, Un cours sur les intégrales stochastiques. Sém. Prob. X, Lect. Notes in Math.511, Springer-Verlag, 1976, pp. 535-581. Zbl0374.60070MR501332