Sur l'approximation des réduites

Damien Lamberton; Gilles Pagès

Annales de l'I.H.P. Probabilités et statistiques (1990)

  • Volume: 26, Issue: 2, page 331-355
  • ISSN: 0246-0203

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Lamberton, Damien, and Pagès, Gilles. "Sur l'approximation des réduites." Annales de l'I.H.P. Probabilités et statistiques 26.2 (1990): 331-355. <http://eudml.org/doc/77382>.

@article{Lamberton1990,
author = {Lamberton, Damien, Pagès, Gilles},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {stopping time; functional limit theorem; Markov process; variational inequality; approximation of Markov processes by Markov chains; infinitesimal generators; semigroups},
language = {fre},
number = {2},
pages = {331-355},
publisher = {Gauthier-Villars},
title = {Sur l'approximation des réduites},
url = {http://eudml.org/doc/77382},
volume = {26},
year = {1990},
}

TY - JOUR
AU - Lamberton, Damien
AU - Pagès, Gilles
TI - Sur l'approximation des réduites
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1990
PB - Gauthier-Villars
VL - 26
IS - 2
SP - 331
EP - 355
LA - fre
KW - stopping time; functional limit theorem; Markov process; variational inequality; approximation of Markov processes by Markov chains; infinitesimal generators; semigroups
UR - http://eudml.org/doc/77382
ER -

References

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  2. [2] D. Aldous, Weak Convergence of Stochastic Processes for Processes Viewed in the Strasbourg Manner, non publié, 1978. 
  3. [3] D. Aldous, Extended Weak Convergence, non publié, 1979. 
  4. [4] A. Bensoussan et J.-L. Lions, Applications des inéquations variationnelles au contrôle stochastique, Dunod, Paris, 1978, 545 p. Zbl0411.49002MR513618
  5. [5] A. Bensoussan et J.-L. Lions, Contrôle impulsionnel et inéquations quasi variationnelles, Dunod, Paris, 1982, 596 p. Zbl0491.93002MR673169
  6. [6] P. Billingsley, Convergence of Probability Measures, Wiley and Sons, New York, 1968, 253 p. Zbl0172.21201MR233396
  7. [7] P. Brémaud et M. Yor, Changes of Filtrations and of Probability Measures, Z. Wahr., vol. 45, 1978, p. 269-295. Zbl0415.60048MR511775
  8. [8] S.N. Ethier et T.G. Kurtz, Markov Processes, Characterization and Convergence, Wiley and Sons, New York, 1986, 534 p. Zbl0592.60049MR838085
  9. [9] N. ElKAROUI, Les aspects probabilistes du contrôle stochastique, École d'été de probabilités de Saint-Flour-IX, Lect. Notes Math., vol. 876, Berlin, 1979, p.73-238, Springer-Verlag. Zbl0472.60002MR637471
  10. [10] R. Glowinski, J.-L. Lions et R. Trémollières, Analyse numérique des inéquations variationnelles, Dunod, Paris, 1976, 268 p. Zbl0358.65091
  11. [11] J. Jacod et A.N. Shiryaev, Limit Theorems for Stochastic Processes, Springer-Verlag, Berlin, 1987, 600 p. Zbl0635.60021MR959133
  12. [12] H.J. Kushner, Probability Methods for Approximations in Stochastic Control and for Elliptic Equations, Academic Press, New York, 1977, 243 p. Zbl0547.93076MR469468
  13. [13] D. Lamberton et G. Pagès, Convergence des réduites d'une suite de processus càdlàg, Les Cahiers du C.E.R.M.A., n° 11, décembre 1989. 
  14. [14] J. Neveu, Martingales à temps discret, Masson, Paris, 1971, 215 p. MR402914
  15. [15] A. Pazy, Semi-groups of Linear Operators and Applications to Partial Differential Equations, Springer-Verlag, New York, 1983, 279 p. Zbl0516.47023

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