Sur l’equation stochastique de Tsirelson

Author:

Le Gall J. F.,Yor M.

Publisher

Springer Berlin Heidelberg

Reference4 articles.

1. V. Beneš: Non existence of strong non-anticipating solutions to Stochastic DEs; Implications for Functional DEs, Filtering and control. In: Stochastic Processes and their applications-Vol 5, 1977, p.243–263.

2. R. Lipcer, A.N. Shyriaev: Statistics of Random Processes, I. General Theory. Applications of Mathematics, Vol. 5, Springer-Verlag, 1977.

3. D.W. Stroock, M. Yor: On extremal solutions of martingale problems. Ann.Sci. ENS. 4ème série, t. 13, 1980, p. 95–164.

4. B. Tsirelson: An example of a stochastic differential equation having no strong solution. Teo. Verojatnost. i. Prim. Vol 20, 1975, p. 427–430.

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1. Stochastic equations on compact groups in discrete negative time;Probability Theory and Related Fields;2007-05-23

2. A remark on Tsirelson's stochastic differential equation;Lecture Notes in Mathematics;1999

3. Sur quelques filtrations et transformations browniennes;Lecture Notes in Mathematics;1995

4. Estimate for the norm of matrix-valued functions;Linear and Multilinear Algebra;1993-06

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