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Note sur les processus d'Ornstein-Uhlenbeck

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Séminaire de Probabilités XVI 1980/81

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 920))

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References

  • MALLIAVIN (P.). Stochastic calculus of variations and hypoelliptic operators. Proc. Intern. Conf. on Stoch. Diff. Eqs., Kyoto, 1976, p. 195–263. New York, Wiley 1978.

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  • STROOCK (D.). The Malliavin Calculus and its applications to 2d order parabolic differential equations. Math. Systems Th. 13, 1981, p. (partie II non encore parue).

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Authors
  1. P. A. Meyer
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Jacques Azéma Marc Yor

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© 1982 Springer-Verlag

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Meyer, P.A. (1982). Note sur les processus d'Ornstein-Uhlenbeck. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVI 1980/81. Lecture Notes in Mathematics, vol 920. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0092772

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  • DOI: https://doi.org/10.1007/BFb0092772

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11485-7

  • Online ISBN: 978-3-540-39158-6

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