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Sur une equation differentielle stochastique generale

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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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Références

  1. Doléans-Dade (C.). On the Existence and Unicity of Solutions of Stochastic Integral Equations. Z.W. 36, 1976, p. 93–101.

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  2. Doléans-Dade (C.) et Meyer (P.A.). Equations différentielles stochastiques. Sém. Prob. XI, Lecture Notes in M. 581, 1977.

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  3. Emery (M.). Stabilité des solutions des équations différentielles stochastiques. Z.W. 41, 1978, p. 241–262.

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  4. Meyer (P.A.). Inégalités de normes pour les intégrales stochastiques. Sém. Prob. XII, 1978, Lect. Notes in M. 649.

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  5. Protter (P.). Hp stability of solutions of stochastic differential equations. Z.W. 44, 1978, p. 337–352.

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  6. Jacod (J.). Calcul stochastique et problèmes de martingales. Lect. Notes in M. 714, Springer 1979.

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Authors

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Jacques Azéma Marc Yor

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© 1980 Springer-Verlag

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Jia-An, Y. (1980). Sur une equation differentielle stochastique generale. 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/BFb0089496

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  • DOI: https://doi.org/10.1007/BFb0089496

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  • Print ISBN: 978-3-540-09760-0

  • Online ISBN: 978-3-540-38642-1

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