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Grossissement d'une filtration et retournement du temps d'une diffusion

  • E. Pardoux
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1204)

Keywords

Multidimensional Diffusion Process Certaines Condition Markov Solution Mouvement Brownien Nous Appellerons 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Bibliographie

  1. [1]
    A.Friedmann: Stochastic differential equations and applications Vol 1,Acad.Press (1975)Google Scholar
  2. [2]
    U.Haussmann-E.Pardoux: Time reversal of diffusions, Annals of Probability, à paraître (1985)Google Scholar
  3. [3]
    J. Jacod: Grossissement initial, Hypothèse (H')et Théorème de Girsanov. in Grossissement de filtrations: exemples et applications, T. Jeulin et M.Yor eds, Lecture Notes in Mathematics 1118, 15–35, Springer Verlag (1985).Google Scholar
  4. [4]
    T.Jeulin: Semi-martingales et grossissement d'une filtration, Lecture Notes in Mathematics 833, Springer Verlag (1980).Google Scholar
  5. [5]
    E.Pardoux: Time reversal of diffusion processes and non linear smoothing, in Systems and Optimization, A. Bagchi et H. Th. Jongen eds, Lecture Notes in Control and Information Sciences 66, 171–181, Springer-Verlag (1985)Google Scholar
  6. [6]
    D.Stroock-S.Varadhan: Multidimensional diffusion processes, Springer Verlag (1979).Google Scholar
  7. [7]
    W.Zheng: Semi-martingales with smooth densities-the problem of "nodes". à paraître. Voir aussi la bibliographie de cet article.Google Scholar

Copyright information

© Springer-Verlag 1986

Authors and Affiliations

  • E. Pardoux
    • 1
  1. 1.U.E.R. de MathématiquesUniversité de ProvenceMarseille Cedex 3

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