Les processus à accroissements indépendants et les équations de structure

Frederic Utzet

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 405-409

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Utzet, Frederic. "Les processus à accroissements indépendants et les équations de structure." Séminaire de probabilités de Strasbourg 26 (1992): 405-409. <http://eudml.org/doc/113810>.

@article{Utzet1992,
author = {Utzet, Frederic},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {process with independent increments; chaotic representation property; structure equation},
language = {fre},
pages = {405-409},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Les processus à accroissements indépendants et les équations de structure},
url = {http://eudml.org/doc/113810},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Utzet, Frederic
TI - Les processus à accroissements indépendants et les équations de structure
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 405
EP - 409
LA - fre
KW - process with independent increments; chaotic representation property; structure equation
UR - http://eudml.org/doc/113810
ER -

References

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  1. [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. [2] M. Emery, On the Azéma Martingales. Sém. Prob. XXIII, Lect. Notes in Math.1372 , Springer-Verlag, 1989, pp. 66-87. Zbl0753.60045MR1022899
  3. [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. [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. [5] N. Ikeda and S. Watanabe, Stochastic Differential Equations and Diffussion Processes. North-Holland, 1981. Zbl0495.60005MR637061
  6. [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

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