A.s. approximation results for multiplicative stochastic integrals

Rajeeva L. Karandikar

Séminaire de probabilités de Strasbourg (1982)

  • Volume: 16, page 384-391

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Karandikar, Rajeeva L.. "A.s. approximation results for multiplicative stochastic integrals." Séminaire de probabilités de Strasbourg 16 (1982): 384-391. <http://eudml.org/doc/113392>.

@article{Karandikar1982,
author = {Karandikar, Rajeeva L.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {multiplicative integrals; almost sure approximation},
language = {eng},
pages = {384-391},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A.s. approximation results for multiplicative stochastic integrals},
url = {http://eudml.org/doc/113392},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Karandikar, Rajeeva L.
TI - A.s. approximation results for multiplicative stochastic integrals
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 384
EP - 391
LA - eng
KW - multiplicative integrals; almost sure approximation
UR - http://eudml.org/doc/113392
ER -

References

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  1. [1]. Bichteler ( K.). Stochastic integration and Lp theory of semimartingales. Ann. Prob.9, 1981, p. 49-89. Zbl0458.60057MR606798
  2. [2]. Bichteler ( K.). Stochastic integrators. Bull. A.M.S.1 ( new ser.) 1979, p. 761-765. Zbl0416.60066MR537627
  3. [3]. Dellacherie ( C.). Quelques applications du lemme de Borel-Cantelli à la théorie des semimartingales. Sém. Prob. XII, 1978, p. 742-745 ( Lecture Notes in M. 649, Springer-Verlag ). Zbl0375.60054MR520041
  4. [4]. Emery ( M.). Stabilité des solutions des équations différentielles stochastiques. Application aux intégrales multiplicatives stochastiques. ZW41, 1978, p.241-262. Zbl0351.60054MR464400
  5. [5]. Emery ( M.). Equations différentielles stochastiques lipschitziennes. Etude de la stabilité. Sém. Prob. XII, 1979, p. 281-293 ( Lecture Notes in M. n°721 ). Zbl0408.60064MR544801
  6. [6]. Ibero ( M.). Intégrales stochastiques multiplicatives et construction de diffusions sur un groupe de Lie. Bull. Soc. Math. France, 100, 1976, p. 175-191. Zbl0337.60052MR517986
  7. [7]. Ito ( K.) and Watanabe ( S.). Introduction to stochastic differential equations. Proc. Intern. Symp. S.D.E. Kyoto, 1976. Kinokuniya Publ.Tokyo. Zbl0405.60058
  8. [8]. Karandikar ( R.L.). Pathwise solutions of stochastic differential equations. To appear in Sankhya. Zbl0507.60047MR666376
  9. [9]. Kazamaki ( N.). On a stochastic integral equation with respect to a weak martingale. Tohoku M. J.26, 1974, p. 53-63. Zbl0302.60036MR358991
  10. [10] Kazamaki ( N.). Changes of time, stochastic integrals, and weak martingales. ZW22, 1972, p. 25-32. Zbl0213.19304MR310966
  11. [11]. Masani ( P.R.). Multiplicative Riemann integration in normed rings. Trans. Amer. M. Soc.61, 1947, p. 147-192. Zbl0037.03802MR18719
  12. [12]. Metivier ( M.) et Pellaumail ( J.).On a stopped Doob inequality and general stochastic equations. Ann. Prob.8, 1980, p. 96-114. Zbl0426.60059MR556417

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