Keywords
- Multidimensional Diffusion Process
- Certaines Condition
- Markov Solution
- Mouvement Brownien
- Nous Appellerons
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Bibliographie
A.Friedmann: Stochastic differential equations and applications Vol 1,Acad.Press (1975)
U.Haussmann-E.Pardoux: Time reversal of diffusions, Annals of Probability, à paraître (1985)
J. Jacod: Grossissement initial, Hypothèse (H')et Théorème de Girsanov. in Grossissement de filtrations: exemples et applications, T. Jeulin et M.Yor eds, Lecture Notes in Mathematics 1118, 15–35, Springer Verlag (1985).
T.Jeulin: Semi-martingales et grossissement d'une filtration, Lecture Notes in Mathematics 833, Springer Verlag (1980).
E.Pardoux: Time reversal of diffusion processes and non linear smoothing, in Systems and Optimization, A. Bagchi et H. Th. Jongen eds, Lecture Notes in Control and Information Sciences 66, 171–181, Springer-Verlag (1985)
D.Stroock-S.Varadhan: Multidimensional diffusion processes, Springer Verlag (1979).
W.Zheng: Semi-martingales with smooth densities-the problem of "nodes". à paraître. Voir aussi la bibliographie de cet article.
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© 1986 Springer-Verlag
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Pardoux, E. (1986). Grossissement d'une filtration et retournement du temps d'une diffusion. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075711
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DOI: https://doi.org/10.1007/BFb0075711
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