Parametric dependence of the solution processes on the coefficients in McShane's stochastic integral equation systems

J. M. Angulo Ibáñez; R. Gutiérrez Jáimez

Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications (1988)

  • Volume: 92, Issue: 7, page 11-22
  • ISSN: 0246-1501

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Angulo Ibáñez, J. M., and Gutiérrez Jáimez, R.. "Parametric dependence of the solution processes on the coefficients in McShane's stochastic integral equation systems." Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications 92.7 (1988): 11-22. <http://eudml.org/doc/80646>.

@article{AnguloIbáñez1988,
author = {Angulo Ibáñez, J. M., Gutiérrez Jáimez, R.},
journal = {Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications},
keywords = {stochastic integral equation; McShane belated integrals},
language = {eng},
number = {7},
pages = {11-22},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Parametric dependence of the solution processes on the coefficients in McShane's stochastic integral equation systems},
url = {http://eudml.org/doc/80646},
volume = {92},
year = {1988},
}

TY - JOUR
AU - Angulo Ibáñez, J. M.
AU - Gutiérrez Jáimez, R.
TI - Parametric dependence of the solution processes on the coefficients in McShane's stochastic integral equation systems
JO - Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
PY - 1988
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 92
IS - 7
SP - 11
EP - 22
LA - eng
KW - stochastic integral equation; McShane belated integrals
UR - http://eudml.org/doc/80646
ER -

References

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  1. Angulo Ibañez, J.M.: "Notas sobre los teoremas de existencia de integrales de McShane de primer y segundo orden": XIV Congreso Nacional de Estadistica, Investigacion Operativa e Informática. (Granada, 1984). 
  2. Angulo Ibañez, J.M.; R. Gutierrez Jaimez: "On the regularity of the solution processes in McShane's stochastic integral equations with coefficients depending on a parameter". Second Catalan International Symposium on Statistics. (Barcelona, 1986). Zbl0666.60054
  3. Angulo Ibañez, J.M.; R. Gutierrez Jaimez: "On the existence and uniqueness of the solution processes in McShane's stochastic integral equation systems". (Work also presented to the "Paul-Lévy Conference" (Palaiseau, 1987)). Zbl0666.60053
  4. Elworthy, K.D.: "Stochastic Differential Equations on Manifolds". London Math. Soc. Lecture Notes Series 70. Cambridge University Press, 1982. Zbl0514.58001MR675100
  5. Loeve, M.: "Teoría de la Probabilidad". Ed. Tecnos, S. A.. Madrid, 1976. 
  6. McShane, E.J.:" Stochastic Calculus and Stochastic Models". Ac. Press. New york, 1974. Zbl0292.60090MR443084

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