Diffusions avec branchement et interaction

Th. Eisele

Annales scientifiques de l'Université de Clermont. Mathématiques (1981)

  • Volume: 69, Issue: 19, page 21-34
  • ISSN: 0249-7042

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Eisele, Th.. "Diffusions avec branchement et interaction." Annales scientifiques de l'Université de Clermont. Mathématiques 69.19 (1981): 21-34. <http://eudml.org/doc/80509>.

@article{Eisele1981,
author = {Eisele, Th.},
journal = {Annales scientifiques de l'Université de Clermont. Mathématiques},
keywords = {branching diffusions; martingale problem; stochastic control; interactions},
language = {fre},
number = {19},
pages = {21-34},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Diffusions avec branchement et interaction},
url = {http://eudml.org/doc/80509},
volume = {69},
year = {1981},
}

TY - JOUR
AU - Eisele, Th.
TI - Diffusions avec branchement et interaction
JO - Annales scientifiques de l'Université de Clermont. Mathématiques
PY - 1981
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 69
IS - 19
SP - 21
EP - 34
LA - fre
KW - branching diffusions; martingale problem; stochastic control; interactions
UR - http://eudml.org/doc/80509
ER -

References

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  1. [1] Bismut, J.M.Théorie probabiliste du contrôle des diffusions. Mem.Amer.Math. Soc.163, Providence1976. Zbl0323.93046MR453161
  2. [2] Bismut, J.M.Control of Jump Processes and Applications. Bull. Soc. Math. France106, 25-60 (1978). Zbl0391.93036MR508948
  3. [3] Eisele, Th.A Non-Linear Martingale Problem. A paraître dans: Proceedings of the Conférence on Stochastic Differential Equations and Starhastic Control Theory at Bonn, 1979. Zbl0415.60053
  4. [4] Eisele, Th.Transformation and Control of Branching Diffusions. (à paraitre). 
  5. [5] Ikedo, N., Nagasawa, M and Watanabe, S.. Branching Markov Processes I- III.J. Math. Kyoto univ. 8, 233-278 and 365-410 (1968) ; 9, 95-160 (1969) . Zbl0233.60070MR232439
  6. [6] Stroock, D.W.Diffusion Processes Associated with Levy Generators. Z. Wahrscheimlichkeits theorie verw. Gib.32, 209-244 (1975) . Zbl0292.60122MR433614
  7. [7] Stroock, D.W. and Varadhan, S.R.S., Diffusion Processes with Continuous Coefficients I, II., Camm. Pure Appl.Math.22, 345-400 and 479-530 (1969). Zbl0175.44802MR253426
  8. [8] Stroock, D.W. and Varadhan, S.R.S., Multidimensional Diffusion Processes. , Gruridlehren d. Math. Wiss.233, Berlin-Heidelberg- New York, Springer, 1979. Zbl0426.60069MR532498

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