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L'approximation UCP et la continuite de certaines integrales stochastiques dependant d'un parametre

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Séminaire de Probabilités XXI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1247))

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Bibliographie

  1. H. Kunita: Stochastic differential equations and stochastic flows of diffeomorphisms. Un cours à l'Ecole d'Eté de probabilités de Saint-Flour XII-1982. Lecture Notes in Mathematics No 1097. Springer-Verlag 1984.

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  2. E. Lenglart: Semi-martingales et intégrales stochastiques en temps continu. Revue de CETHEDEC-Ondes et Signal No 75 1983.

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  3. P.A. Meyer: Flot d'une Equation Différentielle Stochastique. Séminaire de probabilités XV. Lectures Notes in Mathematics No 850. Springer-Verlag 1981.

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  4. A. Uppman: Sur le flot d'une Equation Différentielle Stochastique. Thèse de 3ème cycle-Rouen 1980.

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Author information

Authors and Affiliations

  1. Department of Computer Science, Xiamen University, Xiamen (Amoy), Fujian, China

    Lin de Cheng

  2. Laboratoire du Calcul des Probabilités et Statistique, Université de Rouen, B.P. 67, 76130, Mont Saint-Aignan

    Lin de Cheng

Authors
  1. Lin de Cheng
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Jacques Azéma Marc Yor Paul André Meyer

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© 1987 Springer-Verlag

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de Cheng, L. (1987). L'approximation UCP et la continuite de certaines integrales stochastiques dependant d'un parametre. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXI. Lecture Notes in Mathematics, vol 1247. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077649

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  • DOI: https://doi.org/10.1007/BFb0077649

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-17768-5

  • Online ISBN: 978-3-540-47814-0

  • eBook Packages: Springer Book Archive

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