Temps locaux et integration stochastique pour les processus de dirichlet

Author:

Bertoin Jean

Publisher

Springer Berlin Heidelberg

Reference5 articles.

1. J. BERTOIN: "Les processus de Dirichlet en tant qu'espace de Banach". Stochastics-1986.

2. N. BOULEAU & M. YOR: "Sur la variation quadratique des temps locaux de certaines semi-martingales". C.R.A.S. Paris, t. 292 (2 Mars 1981), Série I, p. 491–494.

3. H. FÖLLMER: "Calcul d'Itô sans probabilités". Séminaire de Probabilités XV, p. 143, L.N. 850, 1981.

4. D. GEMAN & H. HOROWITZ: "Occupation Densities". Annals of Probability 1980, vol. 8, no 1, p. 1–67.

5. N. IKEDA & S. WATANBE: "Stochastic Differential Equations and Diffusion Processes". North Holland 1981, p. 116.

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