Keywords
- Martingale Locale
- Enveloppe Convexe
- Stochastic Control System
- Nous Allons
- Mouvement Brownien
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Références
V.E. BENĚS: "Uniqueness of solutions to stochastic equations" (à paraître).
V.E. BENĚS: "Non existence of strong non anticipating solutions to stochastic differential equations". A paraître.
R.G. DOUGLAS: "On extremal measures and subspace density". Michigan Math. J. 11, 1964, pp. 644–652.
T. DUNCAN, P. VARAIYA: "On the solutions of a stochastic control system". SIAM J. Control, Vol. 9, no 3, August 1971.
M.P. YERSHOV: "Extension of measures and stochastic equations (in Russian), Teoriya Veroiatnostei i ee Prim., Vol. 19, 1974, pp. 457–471.
Ch. YOEURP & M. YOR: "Espace orthogonal à une semi-martingale. Applications". (à paraître).
M. YOR: "Sous espaces denses dans L1 ou H1, et représentation de martingales". (A paraître au Séminaire de Probabilités XII, Springer, 1978).
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© 1978 Springer-Verlag
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Yor, M. (1978). Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales. In: Kallianpur, G., Kölzow, D. (eds) Measure Theory Applications to Stochastic Analysis. Lecture Notes in Mathematics, vol 695. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0062652
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DOI: https://doi.org/10.1007/BFb0062652
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