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Equations differentielles stochastiques lineaires: La methode de variation des constantes

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Séminaire de Probabilités XVI 1980/81

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 920))

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References

  1. M. IBERO: Intégrales stochastiques multiplicatives et construction de diffusions sur un groupe de Lie. Bull. SMF 100, 175–191, 1976.

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  2. M. EMERY: Stabilité des solutions des équations différentielles stochastiques, applications aux intégrales multiplicatives stochastiques. Z.W. 41, 241–262, 1978.

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  3. J. JACOD: Calcul stochastique et problèmes de martingales. Lect. Notes in Math. 714, 1979.

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  4. P.A. MEYER: Géométrie stochastique sans larmes. A paraitre.

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  5. C. YOEURP, M. YOR: Espace orthogonal à une semimartingale et applications.

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Authors
  1. Jean Jacod
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Jacques Azéma Marc Yor

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© 1982 Springer-Verlag

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Jacod, J. (1982). Equations differentielles stochastiques lineaires: La methode de variation des constantes. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVI 1980/81. Lecture Notes in Mathematics, vol 920. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092806

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  • DOI: https://doi.org/10.1007/BFb0092806

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11485-7

  • Online ISBN: 978-3-540-39158-6

  • eBook Packages: Springer Book Archive

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