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Séminaire de Probabilités XI pp 518–528Cite as

Sur quelques approximations d'integrales stochastiques

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Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 581))

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References

  1. R. GETOOR et M. SHARPE Conformal martingales. Inventiones Mathematicae (16) (271–308)-1972.

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  2. P.A. MEYER Un cours sur les intégrales stochastiques. Séminaire de Probabilités X.

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  3. F. RIESZ et B. NAGY Leçons d'analyse fonctionnelle. Gauthier-Villars.

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  4. E. WONG et M. ZAKAI Riemann-Stieltjes approximations of stochastic integrals. Z. Wahr. 12(87–97) (1969).

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  5. M. YOR Formule de Cauchy relative à certains lacets browniens. (à paraître au Bulletin de la S.M.F)

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Authors and Affiliations

  1. Laboratoire de Probabilités, Universite de Paris VI, 2, Place Jussieu - Tour 56, 75230, Paris Cedex 05

    Marc Yor

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  1. Marc Yor
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C. Dellacherie P. A. Meyer M. Weil

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© 1977 Springer-Verlag

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Yor, M. (1977). Sur quelques approximations d'integrales stochastiques. In: Dellacherie, C., Meyer, P.A., Weil, M. (eds) Séminaire de Probabilités XI. Lecture Notes in Mathematics, vol 581. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0087222

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  • DOI: https://doi.org/10.1007/BFb0087222

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08145-6

  • Online ISBN: 978-3-540-37383-4

  • eBook Packages: Springer Book Archive

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