The calculus of boundary processes
Annales scientifiques de l'École Normale Supérieure (1984)
- Volume: 17, Issue: 4, page 507-622
- ISSN: 0012-9593
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topBismut, Jean-Michel. "The calculus of boundary processes." Annales scientifiques de l'École Normale Supérieure 17.4 (1984): 507-622. <http://eudml.org/doc/82151>.
@article{Bismut1984,
author = {Bismut, Jean-Michel},
journal = {Annales scientifiques de l'École Normale Supérieure},
keywords = {local time; smoothness of the transition probability function; Ito's theory of excursions; stochastic calculus of semimartingales},
language = {eng},
number = {4},
pages = {507-622},
publisher = {Elsevier},
title = {The calculus of boundary processes},
url = {http://eudml.org/doc/82151},
volume = {17},
year = {1984},
}
TY - JOUR
AU - Bismut, Jean-Michel
TI - The calculus of boundary processes
JO - Annales scientifiques de l'École Normale Supérieure
PY - 1984
PB - Elsevier
VL - 17
IS - 4
SP - 507
EP - 622
LA - eng
KW - local time; smoothness of the transition probability function; Ito's theory of excursions; stochastic calculus of semimartingales
UR - http://eudml.org/doc/82151
ER -
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Citations in EuDML Documents
top- Carl Graham, Boundary processes : the calculus of processes diffusing on the boundary
- Danielle Florens-Zmirou, Statistiques de diffusions et temps local
- Rémi Léandre, Calcul des variations sur un brownien subordonné
- Rémi Léandre, Régularité de processus de sauts dégénérés
- Patrick Cattiaux, Stochastic calculus and degenerate boundary value problems
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