Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Bibliographie
J.M. BISMUT: Calcul des variations stochastiques et processus de sauts. Z.W. 63. 147–235, 1983.
J.M. BISMUT: The calculus of boundary process. Annales de l'E.N.S. XVII 4 (1984).
J.M. BISMUT, D. MICHEL: Diffusions conditionnelles I. J.F.A 44 174–211 (1981).
K. BICHTELER, J.B. GRAVEREAUX, J. JACOD: Malliavin Calculus for processes with jumps, Gordon and Breach, 1987.
J. JACOD: Calcul stochastique et problèmes de martingales. Lect. Notes in Math. 714. Springer (1979).
K. ITO, H.P. MAC KEAN: Diffusion processes and their sample paths. Grund. Math. Wissen. Band 125. Springer (1974).
N. IKEDA, S. WATANABE: Stochastic differential equations and diffusion processes. North-Holland. (1981)
R. LEANDRE: Thèse de troisième cycle. Université de Besançon. (1984).
R. LEANDRE: Flot d'une équation différentielle avec semi-martingale directrice discontinue. Séminaire de Proba no IX. 271–274. Lect. Notes in Math. 1123. Berlin. Springer. (1985).
D.W. STROOCK: The Malliavin Calculus and its applications. Ecole de Probabilité de Saint-Flour. Lect. Notes in Math 976. 267–382. Springer (1983).
D.W. STROOCK, S.R.S. VARADHAN: Multidimensional diffusion processes. Grund. Math. Wissen. Band 233. Springer (1974).
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1988 Springer-Verlag
About this chapter
Cite this chapter
Léandre, R. (1988). Calcul des variations sur un brownien subordonne. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXII. Lecture Notes in Mathematics, vol 1321. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084147
Download citation
DOI: https://doi.org/10.1007/BFb0084147
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-19351-7
Online ISBN: 978-3-540-39228-6
eBook Packages: Springer Book Archive