Int�grales Hilbertiennes anticipantes par rapport � un processus de Wiener cylindrique et calcul stochastique associ�

Author:

Grorud A.,Pardoux E.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference14 articles.

1. A. Badrikian, S�minaire sur les Fonctions Al�atories Lin�aires et les Mesures Cylindriques, Lecture Notes in Mathematics, Vol. 139, Springer-Verlag, Berlin (1970).

2. A. Bensoussan, Filtrage optimal des syst�mes lin�aires, Dunod, Paris (1970).

3. D. L. Burkholder, A geometrical characterisation of Banach spaces in which martingale difference sequences are unconditional, Ann. Probab., 9:6 (1981).

4. J. G�rtner, E, Pardoux, About It� and Stratonovitch integrals with respect to a space-time Wiener process (en pr�paration).

5. A. Grorud, E. Pardoux, Calcul Stochastique Anticipatif dans les Espaces de Hilbert, C. R. Acad. Sci. Paris Ser. I Math., 307:1001?1004 (1988).

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