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Corrections à: “Sur la convergence d'intégrales anticipatives”

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Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1583)

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  • Differential Equation
  • Stochastic Process
  • Probability Theory
  • Industrial Mathematic
  • Comme Suit

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References

  1. G. Bobadilla, R. Rebolledo et E. Saavedra, Sur la convergence d'intégrales anticipatives, Sém Prob. XXVI, LN 1526, 1992, 505–513.

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  2. K.Itô, Extension of stochastic integral, Proc. Intern. Symp. SDE, Kyoto, 1976, 95–105.

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  3. D. Nualart et E. Pardoux, Stochastic calculus with anticipating integrands. Prob. Theory and Rel. Fields 78, 1988, 80–129.

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  4. P. Protter, “Stochastic integration and differential equations: a new approach”, Springer, 1990. *** DIRECT SUPPORT *** A00I6B40 00004

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© 1994 Springer-Verlag

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Bobadilla, G., Rebolledo, R., Saavedra, E. (1994). Corrections à: “Sur la convergence d'intégrales anticipatives”. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVIII. Lecture Notes in Mathematics, vol 1583. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0073839

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  • DOI: https://doi.org/10.1007/BFb0073839

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