Transformations et équations anticipantes pour les processus de poisson

Jean Picard

Annales mathématiques Blaise Pascal (1996)

  • Volume: 3, Issue: 1, page 111-123
  • ISSN: 1259-1734

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Picard, Jean. "Transformations et équations anticipantes pour les processus de poisson." Annales mathématiques Blaise Pascal 3.1 (1996): 111-123. <http://eudml.org/doc/79142>.

@article{Picard1996,
author = {Picard, Jean},
journal = {Annales mathématiques Blaise Pascal},
keywords = {existence and uniqueness of a solution for stochastic anticipative equations; Radon-Nikodým density; anticipative transformation of the Poisson process},
language = {fre},
number = {1},
pages = {111-123},
publisher = {Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal},
title = {Transformations et équations anticipantes pour les processus de poisson},
url = {http://eudml.org/doc/79142},
volume = {3},
year = {1996},
}

TY - JOUR
AU - Picard, Jean
TI - Transformations et équations anticipantes pour les processus de poisson
JO - Annales mathématiques Blaise Pascal
PY - 1996
PB - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
VL - 3
IS - 1
SP - 111
EP - 123
LA - fre
KW - existence and uniqueness of a solution for stochastic anticipative equations; Radon-Nikodým density; anticipative transformation of the Poisson process
UR - http://eudml.org/doc/79142
ER -

References

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  1. [1] R. Buckdahn, Anticipative Girsanov transformations and Skorohod stochastic differential equations, Memoirs Amer. Math. Soc.111 (1994), Number 533. Zbl0849.60053MR1219706
  2. [2] D. Feyel, Sur la méthode de Picard (EDO et EDS), dans,Séminaire de Probabilités XXI, Lect. N. Math.1247Springer, 1987. Zbl0629.60065MR942001
  3. [3] J.A. León, J. Ruiz de Chávezet C. Tudor, Anticipating semilinear stochastic equations on the Poisson space, à paraître. Zbl0923.60069
  4. [4] D. Nualart, The Malliavin calculus and related topics, Probab. and Applic., Springer, 1995. Zbl0837.60050MR1344217
  5. [5] D. Ocone et E. Pardoux, A generalized Ito-Ventzell formula, Application to a class of anticipating stochastic differential equations, Ann. Institut H. Poincaré, Probab. Stat.25 (1989), 139-72. Zbl0674.60057MR995291
  6. [6] J. Picard, Formules de dualité sur l'espace de Poisson, Ann. Institut H. Poincaré, Probab. Stat., à paraître. Zbl0859.60045MR1411270
  7. [7] N. Privault, Linear Skorohod stochastic differential equations on Poisson space, à paraître. 

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