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Sur la derivation des integrales stochastiques

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Séminaire de Probabilités XIV 1978/79

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 784))

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Bibliographie

  1. M. EMERY: Une propriété des temps prévisibles, dans ce volume.

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  2. D. ISAACSON: Stochastic integrals and derivatives, Ann. Math. Statistic, 40 (1969), p. 1610–1616.

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  3. J. ZABCZYK: Remarks on stochastic derivation, Bulletin de l'Académie polonaise des sciences, Série des sciences math., astr. et phys., vol XXI, no 3, 1973.

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Jacques Azéma Marc Yor

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© 1980 Springer-Verlag

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Yoeurp, C. (1980). Sur la derivation des integrales stochastiques. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XIV 1978/79. Lecture Notes in Mathematics, vol 784. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0089491

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  • DOI: https://doi.org/10.1007/BFb0089491

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  • Print ISBN: 978-3-540-09760-0

  • Online ISBN: 978-3-540-38642-1

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