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Clacul de Malliavin pour les diffusions avec sauts : Existence d’une densite dans le cas unidimensionnel

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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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Bibliographie

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Author information

Authors and Affiliations

  1. Department of Mathematics, The University of Texas, 78712, Austin, Texas, USA

    Klaus Bichteler

  2. Département de Mathématiques et Informatique, Université de Rennes I Campus de Beaulieu, 35042, Rennes Cedex, France

    Jean Jacod

Authors
  1. Klaus Bichteler
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  2. Jean Jacod
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Jacques Azéma Marc Yor

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© 1983 Springer-Verlag

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Bichteler, K., Jacod, J. (1983). Clacul de Malliavin pour les diffusions avec sauts : Existence d’une densite dans le cas unidimensionnel. 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/BFb0068309

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  • DOI: https://doi.org/10.1007/BFb0068309

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12289-0

  • Online ISBN: 978-3-540-39614-7

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