Calculs formels sur les e.d.s. de Stratonovitch

Yao-Zhong Hu

Séminaire de probabilités de Strasbourg (1990)

  • Volume: 24, page 453-460

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Hu, Yao-Zhong. "Calculs formels sur les e.d.s. de Stratonovitch." Séminaire de probabilités de Strasbourg 24 (1990): 453-460. <http://eudml.org/doc/113737>.

@article{Hu1990,
author = {Hu, Yao-Zhong},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Hausdorff-Campell formula; stochastic differential equation},
language = {fre},
pages = {453-460},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Calculs formels sur les e.d.s. de Stratonovitch},
url = {http://eudml.org/doc/113737},
volume = {24},
year = {1990},
}

TY - JOUR
AU - Hu, Yao-Zhong
TI - Calculs formels sur les e.d.s. de Stratonovitch
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 453
EP - 460
LA - fre
KW - Hausdorff-Campell formula; stochastic differential equation
UR - http://eudml.org/doc/113737
ER -

References

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  2. [2] Chen ( K.T.). Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula. Ann. Math., 65, 1957, p. 163-178. Zbl0077.25301MR85251
  3. [3] Chen ( K.T.). Expansion of solutions of differential systems. Arch. Rat. Mech. Anal., 13, 1963, p. 348-363. Zbl0117.04802MR157032
  4. [4] Davies ( E.B.). One Parameter Semi-groups, Academic Press, 1980. Zbl0457.47030MR591851
  5. [5] Fliess ( M.) et Norman-Cyrot ( D.). Algèbres de Lie nilpotentes, formule de Campbell-Baker-Hausdorff et intégrales itérées de Chen. Sém. Prob. XVI, LN920, p. 257-267, Springer1982. Zbl0495.60064MR658689
  6. [6] Kato ( T.). Perturbation theory for linear operators, 2nd edition, Springer1976. Zbl0342.47009MR407617
  7. [7] Kunita ( H.). On the representation of solutions of stochastic differential equations. Sém. Prob. XIV, LN784, p. 282-304, Springer1980. Zbl0438.60047MR580134
  8. [8] Marcus ( S.I.). Modeling and approximation of stochastic differential equations driven by semimartingales. Stochastics, 4, 1981, p. 223-245. Zbl0456.60064MR605630
  9. [9] McShane ( E.J.). Stochastic differential equationsJ. Multiv. Anal., 6,1975, p.121-177. Zbl0323.60059MR373006
  10. [10] Postnikov ( M.M.). Leçons de géométrie : Groupes et algèbres de Lie. Editions MIR, Moscou1982. MR831660
  11. [11] Strichartz ( R.S.). The Campbell-Baker-Hausdorff-Dynkin formula and solutions of differential equations. J. Funct. Anal., 72, 1987, p. 320-345. Zbl0623.34058MR886816

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