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Theoreme de separation dans le probleme d'arret optimal

  • Martingales, Integrales Stochastiques
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Book cover Séminaire de Probabilités XIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 721))

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Bibliographie

  1. J.M. BISMUT: Contrôle stochastique, jeux et temps d'arrêt; applications de la théorie probabiliste du potentiel. Z. Wahr. verw. Geb. 39, 315–338 (1977).

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  2. P. BREMAUD-M. YOR: Changes of filtration and of probability measures. A paraître.

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  3. C. DELLACHERIE-P.A. MEYER: Probabilités et potentiel. Hermann (1975).

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  4. M. EMERY: Sur un théorème de J.M. Bismut. ZfW, 44, 1978, p.141–144.

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  5. H.J. ENGELBERT: On optimal stopping rules for Markov processes. Theor. Prob. Appl. 18, No 2, 304–311 (1973).

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  6. H. KUNITA: Asymptotic behavior of the non linear filtering errors of Markov processes. J. Mult. Anal., Vol. 1, No 4 (Dec. 1971).

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  7. M.A. MAINGUENEAU: Temps d'arrêt optimaux et théorie générale. Séminaire de probabilités XII. Lecture Notes in M. 649 (Springer-Verlag 1978).

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  8. J.F. MERTENS: Théorie des processus stochastiques généraux. Applications aux martingales. Z. Wahr. verw. Geb. 22, 45–68 (1972).

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  9. J. SZPIRGLAS-G. MAZZIOTTO: Modèle général de filtrage non linéaire et équations différentielles stochastiques associées. C.R. Acad. Sc. Paris. (A paraître).

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Authors and Affiliations

  1. Centre National d'Etudes des Télécommunications Centre de fiabilité, 196 rue de Paris, 92 220, Bagneux

    J. Szpirglas & G. Mazziotto

Authors
  1. J. Szpirglas
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  2. G. Mazziotto
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Editor information

C. Dellacherie P. A. Meyer M. Weil

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© 1979 Springer-Verlag

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Szpirglas, J., Mazziotto, G. (1979). Theoreme de separation dans le probleme d'arret optimal. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XIII. Lecture Notes in Mathematics, vol 721. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0070877

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  • DOI: https://doi.org/10.1007/BFb0070877

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09505-7

  • Online ISBN: 978-3-540-35189-4

  • eBook Packages: Springer Book Archive

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