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Quelques remarques sur un noveau type d'equations differentielles stochastiques

  • Jean Jacod
  • Philip Protter
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 920)

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References

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    L. GALTCHOUK: Existence et unicité pour des équations différentielles stochastiques par rapport à des martingales et des mesures aléatoires. 2d Vilnius Conf. Prob. 1, 88–91, 1977.Google Scholar
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    B. GRIGELIONIS, R. MIKULEVICIUS: On weak convergence of semimartingales. Lit. Math. J., XXI, 3, 9–24, 1981.MathSciNetzbMATHGoogle Scholar
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    J. JACOD: Calcul stochastique et problèmes de martingales. Lect. Notes in Math. 714. 1979.Google Scholar
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    J. JACOD, J. MEMIN: Existence of weak solutions for stochastic differential equations with driving semimartingales. Stochastics, 4, 317–337, 1981.MathSciNetCrossRefzbMATHGoogle Scholar
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    M. METIVIER, J. PELLAUMAIL: Stochastic Integration. Ac. Press, 1980Google Scholar
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    P.A. MEYER: Un cours sur les intégrales stochastiques. Sém. Proba. X, Lect. Notes in Math. 511, 245–400, 1976.CrossRefzbMATHGoogle Scholar
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    P. PROTTER: Stochastic differential equations with feedback in the differentials. Dans ce volume. *** DIRECT SUPPORT *** A00J4394 00011Google Scholar

Copyright information

© Springer-Verlag 1982

Authors and Affiliations

  • Jean Jacod
  • Philip Protter

There are no affiliations available

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