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Temps locaux et integration stochastique pour les processus de dirichlet

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Séminaire de Probabilités XXI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1247))

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References

  1. J. BERTOIN: "Les processus de Dirichlet en tant qu'espace de Banach". Stochastics-1986.

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  2. N. BOULEAU & M. YOR: "Sur la variation quadratique des temps locaux de certaines semi-martingales". C.R.A.S. Paris, t. 292 (2 Mars 1981), Série I, p. 491–494.

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  3. H. FÖLLMER: "Calcul d'Itô sans probabilités". Séminaire de Probabilités XV, p. 143, L.N. 850, 1981.

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  4. D. GEMAN & H. HOROWITZ: "Occupation Densities". Annals of Probability 1980, vol. 8, no 1, p. 1–67.

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  5. N. IKEDA & S. WATANBE: "Stochastic Differential Equations and Diffusion Processes". North Holland 1981, p. 116.

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Jacques Azéma Marc Yor Paul André Meyer

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© 1987 Springer-Verlag

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Bertoin, J. (1987). Temps locaux et integration stochastique pour les processus de dirichlet. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXI. Lecture Notes in Mathematics, vol 1247. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077634

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  • DOI: https://doi.org/10.1007/BFb0077634

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  • Print ISBN: 978-3-540-17768-5

  • Online ISBN: 978-3-540-47814-0

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