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Sur l’equation stochastique de Tsirelson

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Séminaire de Probabilités XVII 1981/82

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 986))

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References

  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.

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

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

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  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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Authors and Affiliations

  1. Laboratoire de Calcul des Probabilités, Tour 56 - 3ème étage 4, Place Jussieu, 75230, Paris

    J. F. Le Gall & M. Yor

Authors
  1. J. F. Le Gall
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  2. M. Yor
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Jacques Azéma Marc Yor

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© 1983 Springer-Verlag

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Le Gall, J.F., Yor, M. (1983). Sur l’equation stochastique de Tsirelson. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068302

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  • DOI: https://doi.org/10.1007/BFb0068302

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12289-0

  • Online ISBN: 978-3-540-39614-7

  • eBook Packages: Springer Book Archive

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