Temps d'arrÊt optimal, théorie générale des processus et processus de Markov-Reference-Cited by-同舟云学术

Temps d'arrÊt optimal, théorie générale des processus et processus de Markov

Published:1977-12 Issue:4 Volume:39 Page:301-313
ISSN:0044-3719
Container-title:Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:fr
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Bismut Jean-Michel,Skalli Bernard

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF01877497.pdf

Reference13 articles.

1. Azema, J.: Le retournement du temps. Ann. Sci. école Norm. Sup., 4ℴ série,6, 439–519 (1973)

2. Bismut, J.M.: Dualité convexe, temps d'arrÊt optimal et contrÔle stochastique. Z. Wahrscheinlichkeitstheorie verw. Gebiete38, 169–198 (1977)

3. Blumenthal, R.M., Getoor, R.K.: Markov processes and potential theory. New York: Academic Press 1968

4. Dellacherie, C.: Capacités et processus stochastiques. Ergebnisse der Mathematik und ihrer Grenzgebiete. Band 67. Berlin-Heidelberg-New York: Springer 1972

5. Dellacherie, C., Meyer, P.A.: Probabilités et Potentiels. 2nd édition. Paris: Hermann 1975

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