Sur l'approximation de la solution d'une équation différentielle stochastique anticipative
Annales mathématiques Blaise Pascal (1999)
- Volume: 6, Issue: 2, page 29-39
- ISSN: 1259-1734
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topOuknine, Y., and Berkaoui, A.. "Sur l'approximation de la solution d'une équation différentielle stochastique anticipative." Annales mathématiques Blaise Pascal 6.2 (1999): 29-39. <http://eudml.org/doc/79212>.
@article{Ouknine1999,
author = {Ouknine, Y., Berkaoui, A.},
journal = {Annales mathématiques Blaise Pascal},
keywords = {anticipating stochastic differential equation; Stratonovich integral; Liouville integral; Liouville space},
language = {fre},
number = {2},
pages = {29-39},
publisher = {Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal},
title = {Sur l'approximation de la solution d'une équation différentielle stochastique anticipative},
url = {http://eudml.org/doc/79212},
volume = {6},
year = {1999},
}
TY - JOUR
AU - Ouknine, Y.
AU - Berkaoui, A.
TI - Sur l'approximation de la solution d'une équation différentielle stochastique anticipative
JO - Annales mathématiques Blaise Pascal
PY - 1999
PB - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
VL - 6
IS - 2
SP - 29
EP - 39
LA - fre
KW - anticipating stochastic differential equation; Stratonovich integral; Liouville integral; Liouville space
UR - http://eudml.org/doc/79212
ER -
References
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- [2] D. Feyel and A. de La Pradelle : "Fractional integrals and Brownian Processes". Prépublication 39 de l'université d'Evry Val d'Essone, (1996).
- [3] D. Feyel and A. de La Pradelle : "On Fractional Brownian processes". (1999).To appear in Potential Analysis, Zbl0944.60045MR1696137
- [4] A. Millet, D. Nualart and M. Sanz-Solé : "Large deviations for a class of anticipating stochastic differential equations". Annals of Probability, 20, 1902-1931 (1992). Zbl0769.60053MR1188048
- [5] D. Ocone and E. Pardoux : "A Generalized Itô-Ventzell formula. Applications to a class of anticipating stochastic differential equations". Annals Inst. H. Poincaré, 25, 39-71 (1989). Zbl0674.60057MR995291
- [6] S.G. Samko, A.A. Kilbas and O.I. Marichev : "Fractional integrals and Derivatives (Theory and Applications)". Gordon and Breach Science Publishers, (1987). Zbl0818.26003MR1347689
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