-
1
-
-
0002124082
-
Liens entre équations différentielles stochastiques et ordinaires
-
Doss, H. (1977) Liens entre équations différentielles stochastiques et ordinaires. Ann. Inst. Henri Poincaré, Sect. B, 13, 99-125.
-
(1977)
Ann. Inst. Henri Poincaré, Sect. B
, vol.13
, pp. 99-125
-
-
Doss, H.1
-
2
-
-
51249166648
-
Stochastic invariant imbedding. Application to stochastic differential equations with boundary conditions
-
Garnier, J. (1995) Stochastic invariant imbedding. Application to stochastic differential equations with boundary conditions. Probab. Theory Related Fields, 102, 249-271.
-
(1995)
Probab. Theory Related Fields
, vol.102
, pp. 249-271
-
-
Garnier, J.1
-
3
-
-
0000646385
-
on the approximation of stochastic differential equations
-
Gyöngy, I. (1987) on the approximation of stochastic differential equations. Stoch. Stoch. Rep., 23, 331-352.
-
(1987)
Stoch. Stoch. Rep
, vol.23
, pp. 331-352
-
-
Gyöngy, I.1
-
5
-
-
0031282067
-
Anticipating stochastic differential equations of Stratonovich type
-
Kohatsu-Higa, A. and León, J. (1997) Anticipating stochastic differential equations of Stratonovich type. Appl. Math. Opt. To appear.
-
(1997)
Appl. Math. Opt. To appear
-
-
Kohatsu-Higa, A.1
León, J.2
-
7
-
-
0000535958
-
Large deviations for a class of anticipating stochastic differential equations
-
Millet, A., Nualart, D. and Sanz, M. (1992) Large deviations for a class of anticipating stochastic differential equations. Ann. Probab., 20, 1902-1931.
-
(1992)
Ann. Probab
, vol.20
, pp. 1902-1931
-
-
Millet, A.1
Nualart, D.2
Sanz, M.3
-
8
-
-
0000343766
-
Analysis on the Wiener and anticipating stochastic calculus. École d’Été de Probabilités de Saint Flour 1995
-
Berlin: Springer-Verlag. To appear
-
Nualart, D. (1997) Analysis on the Wiener and anticipating stochastic calculus. École d’Été de Probabilités de Saint Flour 1995. Lecture Notes in Math. Berlin: Springer-Verlag. To appear.
-
(1997)
Lecture Notes in Math
-
-
Nualart, D.1
-
9
-
-
0001626619
-
Stochastic calculus with anticipating integrands
-
Nualart, D. and Pardoux, E. (1988) Stochastic calculus with anticipating integrands. Probab. Theory Related Fields, 78, 535-581.
-
(1988)
Probab. Theory Related Fields
, vol.78
, pp. 535-581
-
-
Nualart, D.1
Pardoux, E.2
-
10
-
-
0002383320
-
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
-
Ocone, D. and E. Pardoux, (1989) A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Ann. Inst. Henri Poincaré, 25, 39-71.
-
(1989)
Ann. Inst. Henri Poincaré
, vol.25
, pp. 39-71
-
-
Ocone, D.1
Pardoux, E.2
-
11
-
-
21344479524
-
Forward, backward and symmetric stochastic integration
-
Russo, F. and Vallois, P. (1993) Forward, backward and symmetric stochastic integration. Probab. Theory Related Fields, 97, 403-421.
-
(1993)
Probab. Theory Related Fields
, vol.97
, pp. 403-421
-
-
Russo, F.1
Vallois, P.2
-
12
-
-
84916539803
-
Sur quelques approximations d’intégrales stochastiques
-
Lecture Notes in Math. Berlin: Springer-Verlag
-
Yor, M. (1997) Sur quelques approximations d’intégrales stochastiques. Seminaire de Probabilités XI, pp 518-528. Lecture Notes in Math. Berlin: Springer-Verlag.
-
(1997)
Seminaire de Probabilités XI
, pp. 518-528
-
-
Yor, M.1
|