Probabilités de Lévy sur ℝ d et équations différentielles stochastiques linéaires

J. B. Gravereaux

Publications mathématiques et informatique de Rennes (1982)

  • Issue: 1, page 1-42

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Gravereaux, J. B.. "Probabilités de Lévy sur $\mathbb {R}^d$ et équations différentielles stochastiques linéaires." Publications mathématiques et informatique de Rennes (1982): 1-42. <http://eudml.org/doc/274603>.

@article{Gravereaux1982,
author = {Gravereaux, J. B.},
journal = {Publications mathématiques et informatique de Rennes},
language = {fre},
number = {1},
pages = {1-42},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {Probabilités de Lévy sur $\mathbb \{R\}^d$ et équations différentielles stochastiques linéaires},
url = {http://eudml.org/doc/274603},
year = {1982},
}

TY - JOUR
AU - Gravereaux, J. B.
TI - Probabilités de Lévy sur $\mathbb {R}^d$ et équations différentielles stochastiques linéaires
JO - Publications mathématiques et informatique de Rennes
PY - 1982
PB - Département de Mathématiques et Informatique, Université de Rennes
IS - 1
SP - 1
EP - 42
LA - fre
UR - http://eudml.org/doc/274603
ER -

References

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  7. [7] Urbanik K.Lévy's probability measures on Banach spaces. (Studia Mathematica, Tome 63, p. 283 à 308). Zbl0404.60010MR515497
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  10. [10] Jurek Z.J. and Smalara J.On integrability with respect to infinitely divisible meesures. (Bull. Ac. Polonaise des Sciences, Vol XXIX, n°3-4, 1981). Zbl0475.60004
  11. [11] Jurek Z.J.Structure of a class of operator-self-decomposable probability measures. (The Annals of Probability, 1982, Vol. 10, n°3, p. 849 à 856). Zbl0489.60007MR659555
  12. [12] Jurek Z.J.An integral representation of operator-selfdecomposable. random variables (Bull. Ac. Polonaise des Sciences, Vol.XXX, n°7-8, 1982). Zbl0503.60063
  13. [13] Wolfe S.J.On a continuous analogue. of the. stochastic difference equation x n = ρ X n - 1 + B n . (Stochastic processes and their applications, 12, 1982, p.301 à 312). Zbl0482.60062MR656279
  14. [14] Zabczyk J.Stationary distribution for linear equations driven by general noise. (Report n°73, August 1982, Universität Bremen). Zbl0534.60049MR742808
  15. [15] Jurek Z. I. and Vervaat W.An integral representation for selfdecomposable Banack space valued random variables. (Z.W.62, p.247 à 262, 1983). Zbl0488.60028MR688989

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