Approximation, par un processus de diffusion, des oscillations, autour d'une valeur moyenne, d'un processus de Markov de sauts pur

M. F. Allain

Publications mathématiques et informatique de Rennes (1975)

  • Issue: 1, page 1-81

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Allain, M. F.. "Approximation, par un processus de diffusion, des oscillations, autour d'une valeur moyenne, d'un processus de Markov de sauts pur." Publications mathématiques et informatique de Rennes (1975): 1-81. <http://eudml.org/doc/274724>.

@article{Allain1975,
author = {Allain, M. F.},
journal = {Publications mathématiques et informatique de Rennes},
language = {fre},
number = {1},
pages = {1-81},
publisher = {Département de Mathématiques et Informatique, Université de Rennes},
title = {Approximation, par un processus de diffusion, des oscillations, autour d'une valeur moyenne, d'un processus de Markov de sauts pur},
url = {http://eudml.org/doc/274724},
year = {1975},
}

TY - JOUR
AU - Allain, M. F.
TI - Approximation, par un processus de diffusion, des oscillations, autour d'une valeur moyenne, d'un processus de Markov de sauts pur
JO - Publications mathématiques et informatique de Rennes
PY - 1975
PB - Département de Mathématiques et Informatique, Université de Rennes
IS - 1
SP - 1
EP - 81
LA - fre
UR - http://eudml.org/doc/274724
ER -

References

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  1. [1] Allain M.F.Sur quelques types d'approximation des solutions d'équations différentielles stochastiques Thèse de 3e cycle. Rennes1974 
  2. [2] Barbour A.On a fonctionnal central limit theorem for Markov population processesAdv. in Applied Probability6 (1974) Zbl0279.60074MR341610
  3. [3] Bihari I.A generalization of a lemma of Bellman and its application to uniqueness problems of differential equationsActa MathematicaVII Zbl0070.08201
  4. [4] Billingsley P.Convergence of Probability measuresJ. Wiley and Sons Zbl0172.21201MR1700749
  5. [5] Chung KL.A course in probability theoryAcademic Press Zbl0980.60001
  6. [6] DynkinMarkov Processes IAcademic Press 
  7. [7] Hewitt- StronbergReal and abstract analysisSpringer Verlag Zbl0137.03202
  8. [8] KurtzSolutions of ordinary differential equations as limits of pure jump Markov processesJ. of Applied Probability71971 Zbl0191.47301MR254917
  9. [9] KurtzLimit theorems for sequences of jump Markov processes approximating ordinary differential processesJ. of Applied Probability81971 Zbl0219.60060MR287609
  10. [10] KurtzSemigroups of conditioned Shifts and Approximation of Markov processesThe annals of Probability, Vol. 3, N° 4, 1975 Zbl0318.60026MR383544
  11. [11] PriouretProcessus de diffusion et équations différentielles Stochastiques. Ecole d'Eté de ProbabilitésIII, St Flour1973 - Springer Verlag Zbl0363.60064
  12. [12] Strook- VaradhanDiffusion processes with continuous coefficientsCommunication on pure and applied Math. Vol 22 N°s 3-41969 Zbl0167.43903
  13. [13] Yamada- WatanabeOn the uniqueness of solution of stochastic differential equationsJ. of Math. Kyoto University Vol. 11 N°s1-3 Zbl0236.60037

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