Une note sur l'intégrale multiple de Stratonovich pour le processus de Poisson

Josep Lluis Solé; Frederic Utzet

Séminaire de probabilités de Strasbourg (1992)

  • Volume: 26, page 410-414

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Solé, Josep Lluis, and Utzet, Frederic. "Une note sur l'intégrale multiple de Stratonovich pour le processus de Poisson." Séminaire de probabilités de Strasbourg 26 (1992): 410-414. <http://eudml.org/doc/113811>.

@article{Solé1992,
author = {Solé, Josep Lluis, Utzet, Frederic},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Poisson Hu-Meyer formula; multiple Stratonovich integral; multiple Itô integral},
language = {fre},
pages = {410-414},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Une note sur l'intégrale multiple de Stratonovich pour le processus de Poisson},
url = {http://eudml.org/doc/113811},
volume = {26},
year = {1992},
}

TY - JOUR
AU - Solé, Josep Lluis
AU - Utzet, Frederic
TI - Une note sur l'intégrale multiple de Stratonovich pour le processus de Poisson
JO - Séminaire de probabilités de Strasbourg
PY - 1992
PB - Springer - Lecture Notes in Mathematics
VL - 26
SP - 410
EP - 414
LA - fre
KW - Poisson Hu-Meyer formula; multiple Stratonovich integral; multiple Itô integral
UR - http://eudml.org/doc/113811
ER -

References

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  1. [1] Y.Z. Hu et P.A. Meyer, On the approximation of multiple Stratonovich integrals. To appear in the volume dedicated to G, Kallianpur. S. Cambanis and R. Karandikar edit., Springer, 1992. Zbl0798.60057MR1427310
  2. [2] G.W. Johnson and G. Kallianpur, Some remarks on Hu and Meyer's paper and infinite dimensional calculus on finitely additive canonical Hilbert space. Theory of Prob. and Its Appl. (SIAM), Vol 34 No 4 (1989), pp. 679-689. Zbl0766.60061MR1036713
  3. [3] O. Kallenberg and J. Szulga, Multiple integration with respect to Poisson and Levy processes. Probability Theory and Rel. Fields83 (1989), pp.101-134. Zbl0681.60049MR1012497
  4. [4] F. Russo et P. Vallois, Intégrales progressive, rétrograde et symmétrique des processus non adaptes. C.R.A.S. Série 1, T. 312 (1991), pp. 615-618. Zbl0723.60058MR1101044
  5. [5] J.Ll. Solé et F. Utzet, Intégrale multiple de Stratonovich pour le processus de Poisson. Sém. Prob. XXV, Lect. Notes in Math., 1485, Springer (1991), pp. 270-283. Zbl0744.60060MR1187785
  6. [6] D. Surgailis, On multiple Poisson stochastic integrals and associated Markov semmigroups. Prob. Math. Stat.3 (1984), pp. 217-239. Zbl0548.60058MR764148
  7. [7] M. Yor, Sur les intégrales stochastiques multiples optionnelles et une suite rémarquable de formules exponentielles. Sém. Prob. X, Lect. Notes in Math., 511, Springer (1976), pp. 481-500. Zbl0393.60057MR440699

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