Une propriete markovienne et diffusions associees

Author:

Korezlioglu H.,Lefort P.,Mazziotto G.

Publisher

Springer Berlin Heidelberg

Reference15 articles.

1. R. CAIROLI "Sur une équation différentielle stochastique", C.R. Acad. Sc. Paris, t.274, Série A, pp. 1739–1742, 1972.

2. R. CAIROLI & J.B. WALSH "Stochastic integrals in the plane", Acta Mathematica, no 134, pp. 111–183, 1975.

3. R. CAIROLI & J.B. WALSH "Martingale representations and holomorphic processes", Annals of Probability, Vol.5, no 4, pp. 511–521, 1977.

4. A. FRIEDMAN Stochastic Differential Equations and Applications. Vol.1. Academic Press, 1975.

5. X. GUYON & B. PRUM "Propriétés markoviennes de certains processus à indices dans ℝ2", Preprint 79, t.09 Univ. Paris-Sud, Orsay, 1979.

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