Skip to main content
SpringerLink
Log in

Une classe de processus stable par retournement du temps

  • Conference paper
  • First Online:
Séminaire de Probabilités XX 1984/85

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1204))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Références

  1. R.J. Elliott et B.D.O. Anderson, Reverse time diffusions, Stochastic Processes and their Applications 19 (1985), 327–339.

    Article  MathSciNet  MATH  Google Scholar 

  2. H. Föllmer, An entropy approach to the time reversal of diffusion processes, Stochastic Differential Systems (Marseille 1984), Lect. N. in Cont. and Inf. Sc. 69, Springer, 1985.

    Google Scholar 

  3. U.G. Haussmann, On the drift of a reversed diffusion, Stochastic Differential Systems (Marseille 1984), Lect. N. in Cont. and Inf. Sc. 69, Springer, 1985.

    Google Scholar 

  4. U.G. Haussmann et E. Pardoux, Time reversal of diffusions, à paraître, Ann. of Prob. 1985

    Google Scholar 

  5. J. Jacod et J. Mémin, Sur un type de convergence intermédiaire entre la convergence en loi et la convergence en probabilité, Séminaire de Probabilités XV, Lect. N. in Math. 850, Springer, 1981.

    Google Scholar 

  6. R.S. Lipster et A.N. Shiryayev, Statistics of random processes, Part I, General theory, Springer, 1977.

    Google Scholar 

  7. E. Pardoux, Grossissement d'une filtration et retournement du temps d'une diffusion, Séminaire de Probabilités XX, this volume.

    Google Scholar 

  8. J. Picard, An estimate of the error in time discretization of nonlinear filtering problems, Proc. 7th MTNS Symposium (Stockholm 1985), à paraître.

    Google Scholar 

  9. M. Yor, Entropie d'une partition et grossissement initial d'une filtration, Grossissements de filtrations: exemples et applications (Paris 1982/83), Lect. N. in Math. 1118, Springer, 1985.

    Google Scholar 

  10. W.A. Zheng, Tightness results for laws of diffusion processes, application to stochastic mechanics, Ann. Inst. Henri Poincaré, Proba. et Stat. 21 (1985), 103–124.

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. INRIA, Route des Lucioles, Sophia Antipolis, 06560, Valbonne, France

    Jean Picard

Authors
  1. Jean Picard
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Jacques Azéma Marc Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1986 Springer-Verlag

About this paper

Cite this paper

Picard, J. (1986). Une classe de processus stable par retournement du temps. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075712

Download citation

  • DOI: https://doi.org/10.1007/BFb0075712

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16779-2

  • Online ISBN: 978-3-540-39860-8

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation