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Equations differentielles stochastiques

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Séminaire de Probabilités XI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 581))

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Bibliographie

  1. C. DOLEANS-DADE. Existence and unicity of solutions of stochastic differential equations. Z für W-theorie, 1976, tome 36, p. 93–102.

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  2. N. KAZAMAKI. On a stochastic integral equation with respect to a weak martingale. Tohoku M.J., 26, 1974, p. 53–63

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  3. N. KAZAMAKI. Note on a stochastic integral equation. Sém. de Prob. VI, 1972, p.105–108. Lecture Notes no258.

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  4. Ph.E. PROTTER. On the existence, uniqueness, convergence, and explosions of solutions of systems of stochastic integral equations. à paraitre dans les Ann. Prob.. PROTTER vient de nous communiquer un autre travail, Right continuous solutions of stochastic integral equations (à paraitre dans le J. of Multivariate Analysis), qui contient un résultat très proche de celui qui est exposé ici.

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Authors
  1. C. Doléans-Dade
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  2. P. A. Meyer
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C. Dellacherie P. A. Meyer M. Weil

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© 1977 Springer-Verlag

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Doléans-Dade, C., Meyer, P.A. (1977). Equations differentielles stochastiques. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XI. Lecture Notes in Mathematics, vol 581. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087205

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  • DOI: https://doi.org/10.1007/BFb0087205

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08145-6

  • Online ISBN: 978-3-540-37383-4

  • eBook Packages: Springer Book Archive

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