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Approximation du crochet de certaines semimartingales continues

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Séminaire de Probabilités XVIII 1982/83

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1059))

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References

  1. STRICKER, C., YOR, M.: Calcul stochastique dépendant d'un paramètre. Z.W. 45, 109–133 (1978).

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  2. STRICKER, C.: Quelques remarques sur les semimartingales gaussiennes et le problème de l'innovation. A paraitre.

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J. Azéma M. Yor

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© 1984 Springer-Verlag

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Stricker, C. (1984). Approximation du crochet de certaines semimartingales continues. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVIII 1982/83. Lecture Notes in Mathematics, vol 1059. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0100038

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  • DOI: https://doi.org/10.1007/BFb0100038

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  • Print ISBN: 978-3-540-13332-2

  • Online ISBN: 978-3-540-38858-6

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