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Quelques remarques sur un noveau type d'equations differentielles stochastiques

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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. L. GALTCHOUK: Existence et unicité pour des équations différentielles stochastiques par rapport à des martingales et des mesures aléatoires. 2d Vilnius Conf. Prob. 1, 88–91, 1977.

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  2. B. GRIGELIONIS, R. MIKULEVICIUS: On weak convergence of semimartingales. Lit. Math. J., XXI, 3, 9–24, 1981.

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

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  4. J. JACOD, J. MEMIN: Existence of weak solutions for stochastic differential equations with driving semimartingales. Stochastics, 4, 317–337, 1981.

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  5. M. METIVIER, J. PELLAUMAIL: Stochastic Integration. Ac. Press, 1980

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  6. P.A. MEYER: Un cours sur les intégrales stochastiques. Sém. Proba. X, Lect. Notes in Math. 511, 245–400, 1976.

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  7. P. PROTTER: Stochastic differential equations with feedback in the differentials. Dans ce volume. *** DIRECT SUPPORT *** A00J4394 00011

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Authors
  1. Jean Jacod
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  2. Philip Protter
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Jacques Azéma Marc Yor

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© 1982 Springer-Verlag

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Jacod, J., Protter, P. (1982). Quelques remarques sur un noveau type d'equations differentielles stochastiques. 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/BFb0092807

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  • DOI: https://doi.org/10.1007/BFb0092807

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11485-7

  • Online ISBN: 978-3-540-39158-6

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