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Séminaire de Probabilités XXI pp 520–533Cite as

Equations differentielles stochastiques multivoques unidimensionnelles

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

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References

  1. EL KAROUI (N.), CHALEYAT-MAUREL (M.). Un problème de réflexion et ses applications au temps local et aux équations différentielles stochastiques sur ℝ. Cas continu. Astérisque 52–53,1978,117–144.

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  2. KREE (P.). Diffusion equations for multivalued stochastic differential equations. Journal of Funct. Analysis, 49,1982,73–90.

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  3. LE GALL (J.F.). Applications du temps local aux équations différentielles stochastiques unidimensionnelles. Lect.Notes in Math. 986. Séminaire de Probabilités XVII,1983,15–31.

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  4. MENALDI (J.L.) Stochastic variational inequality for reflected diffusion. Indiana Univ.Math.Journal 32,1983,733–744.

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  5. TANAKA (H.). Stochastic differential equations with reflecting boundary condition in convex regions. Hiroshima Math.J. 9,1979,163–177.

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Author information

Authors and Affiliations

  1. Dépt. de Math. et Info., Université d'Orléans, B.P. 6759, 45067, Orleans Cédex 2

    D. Lépingle & C. Marois

Authors
  1. D. Lépingle
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  2. C. Marois
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Jacques Azéma Marc Yor Paul André Meyer

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© 1987 Springer-Verlag

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Lépingle, D., Marois, C. (1987). Equations differentielles stochastiques multivoques unidimensionnelles. 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/BFb0077653

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  • DOI: https://doi.org/10.1007/BFb0077653

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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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