-
1
-
-
0000761359
-
Les processus de Dirichlet en tant qu'espace de Danach
-
Bertoin, J. (1986) Les processus de Dirichlet en tant qu'espace de Danach. Stochastics, 18, 155-168.
-
(1986)
Stochastics
, vol.18
, pp. 155-168
-
-
Bertoin, J.1
-
2
-
-
0013309134
-
Sur la variation quadratique des temps locaux de certaines semimartingales
-
Bouleau, N. and Yor, M. (1981) Sur la variation quadratique des temps locaux de certaines semimartingales. C. R. Acad. Sci. Paris Sér. I, 292, 491-494.
-
(1981)
C. R. Acad. Sci. Paris Sér. I
, vol.292
, pp. 491-494
-
-
Bouleau, N.1
Yor, M.2
-
3
-
-
0000351742
-
Semimartingales and Markov processes
-
Çinlar, E., Jacod, J., Frotter, P. and Sharpe, M.J. (1980) Semimartingales and Markov processes. Z. Wahrscheinlichkeitstheorie Venv. Geb., 54, 161-219.
-
(1980)
Z. Wahrscheinlichkeitstheorie Venv. Geb.
, vol.54
, pp. 161-219
-
-
Çinlar, E.1
Jacod, J.2
Frotter, P.3
Sharpe, M.J.4
-
4
-
-
0002124082
-
Liens entre équations différentielles stochastiques et ordinaires
-
Doss, H. (1977) Liens entre équations différentielles stochastiques et ordinaires. Ann. Inst. H. Poincaré (n. Sér.) Sect. B, 13, 99-125.
-
(1977)
Ann. Inst. H. Poincaré (N. Sér.) Sect. B
, vol.13
, pp. 99-125
-
-
Doss, H.1
-
6
-
-
0032235760
-
Strong Markov local Dirichlet processes and stochastic differential equations
-
Engelbert, HJ. and Wolf, J. (1998) Strong Markov local Dirichlet processes and stochastic differential equations. Tear. Veroyatnost. i Primenen., 43, 331-348.
-
(1998)
Tear. Veroyatnost. I Primenen.
, vol.43
, pp. 331-348
-
-
Engelbert, H.J.1
Wolf, J.2
-
8
-
-
84972528658
-
Quadratic covariation and an extension of Itô's formula
-
Föllmer, H., Frotter, P. and Shiryayev, A.N. (1995) Quadratic covariation and an extension of Itô's formula. Bernoulli, 1, 149-169.
-
(1995)
Bernoulli
, vol.1
, pp. 149-169
-
-
Föllmer, H.1
Frotter, P.2
Shiryayev, A.N.3
-
11
-
-
38849199924
-
Stochastic Differential Equations and Diffusion Processes
-
Ikeda, N. and Watanabe, S. (1989) Stochastic Differential Equations and Diffusion Processes. Amsterdam: North-Holland.
-
(1989)
Amsterdam: North-Holland.
-
-
Ikeda, N.1
Watanabe, S.2
-
12
-
-
0000362483
-
Decomposition of Dirichlet processes and its applications
-
Lyons, T.J. and Zhang, T.S. (1994) Decomposition of Dirichlet processes and its applications. Ann. Probab., 22, 494-524.
-
(1994)
Ann. Probab.
, vol.22
, pp. 494-524
-
-
Lyons, T.J.1
Zhang, T.S.2
-
13
-
-
0001220564
-
A crossing estimate for the canonical process on a Dirichlet space and a tightness result
-
Lyons, T.J. and Zheng, W. (1988) A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Colloque Paul Levy sur les pmcessus stochastiques. Astérisque, 157-158, 249-271.
-
(1988)
Colloque Paul Levy Sur Les Pmcessus Stochastiques. Astérisque
, vol.157-158
, pp. 249-271
-
-
Lyons, T.J.1
Zheng, W.2
-
14
-
-
0001001554
-
Integration by parts and time reversal of diffusion processes
-
Millet, A., Nualart, D. and Sanz, M. (1989) Integration by parts and time reversal of diffusion processes. Aim. Probab., 17, 208-238.
-
(1989)
Aim. Probab.
, vol.17
, pp. 208-238
-
-
Millet, A.1
Nualart, D.2
Sanz, M.3
-
15
-
-
0005439132
-
Stochastic calculus for continuous additive functionals of zero energy
-
Nakao, S. (1985) Stochastic calculus for continuous additive functionals of zero energy. Z. Wahrscheinlichkeitstheorie Venv. Geb., 68, 557-578.
-
(1985)
Z. Wahrscheinlichkeitstheorie Venv. Geb.
, vol.68
, pp. 557-578
-
-
Nakao, S.1
-
17
-
-
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
-
18
-
-
84972566848
-
Une remarque sur l'approximation de l'intégrale stochastique du type non-causal par une suite d'intégrales de Stieltjes
-
Ogawa, S. (1984) Une remarque sur l'approximation de l'intégrale stochastique du type non-causal par une suite d'intégrales de Stieltjes. Tôhokii Math. J., 36, 41-48.
-
(1984)
Tôhokii Math. J.
, vol.36
, pp. 41-48
-
-
Ogawa, S.1
-
20
-
-
33749851568
-
Stochastic Integration and Differential Equations
-
Frotter, P. (1990) Stochastic Integration and Differential Equations. Berlin: Springer-Verlag.
-
(1990)
Berlin: Springer-Verlag.
-
-
Frotter, P.1
-
22
-
-
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
-
23
-
-
0001967383
-
The generalized covariation process and Itô formula
-
Russo, F. and Vallois, P. (1995) The generalized covariation process and Itô formula. Stochastic Process. Appl., 59, 81-104.
-
(1995)
Stochastic Process. Appl.
, vol.59
, pp. 81-104
-
-
Russo, F.1
Vallois, P.2
-
24
-
-
0030545531
-
Itô formula for C1-functions of semimartingales
-
Russo, F. and Vallois, P. (1996) Itô formula for C1-functions of semimartingales. Probab. Theory Related Fields, 104, 27-41.
-
(1996)
Probab. Theory Related Fields
, vol.104
, pp. 27-41
-
-
Russo, F.1
Vallois, P.2
-
25
-
-
0002992001
-
Stochastic calculus with respect to a finite quadratic variation process
-
Russo, F. and Vallois, P. (2000) Stochastic calculus with respect to a finite quadratic variation process. Stochastics Stochastics Rep., 70, 1-40.
-
(2000)
Stochastics Stochastics Rep.
, vol.70
, pp. 1-40
-
-
Russo, F.1
Vallois, P.2
-
26
-
-
84966226955
-
An interpretation of stochastic differential equations as ordinary differential equations which depend on a sample point
-
Sussman, H.J. (1977) An interpretation of stochastic differential equations as ordinary differential equations which depend on a sample point. Bull. Amer. Math. Soc., 83, 296-298.
-
(1977)
Bull. Amer. Math. Soc.
, vol.83
, pp. 296-298
-
-
Sussman, H.J.1
-
27
-
-
0000881443
-
Transformations of semimartingales and local Dirichlet processes
-
Wolf, J. (1997a) Transformations of semimartingales and local Dirichlet processes. Stochastics Stochastics Rep., 62, 65-101.
-
(1997)
Stochastics Stochastics Rep.
, vol.62
, pp. 65-101
-
-
Wolf, J.1
-
28
-
-
0000881442
-
An Itô formula for continuous local Dirichlet processes
-
Wolf, J. (1997b) An Itô formula for continuous local Dirichlet processes. Stochastics Stochastics Rep., 62, 103-115.
-
(1997)
Stochastics Stochastics Rep.
, vol.62
, pp. 103-115
-
-
Wolf, J.1
-
29
-
-
0013198422
-
A representation theorem for continuous additive functionals of zero quadratic variation
-
Wolf, J. (1998) A representation theorem for continuous additive functionals of zero quadratic variation. Probab. Math. Statist., 18, 367-379.
-
(1998)
Probab. Math. Statist.
, vol.18
, pp. 367-379
-
-
Wolf, J.1
-
30
-
-
33749864279
-
Some Aspects of Brownian Motion, Part II: Some New Martingale Problems
-
Yor, M. (1997) Some Aspects of Brownian Motion, Part II: Some New Martingale Problems. Basel: B irkhäuser- Verlag.
-
(1997)
Basel: B Irkhäuser- Verlag.
-
-
Yor, M.1
-
31
-
-
0039644587
-
Stochastic integration, trace and skeleton of Wiener functionals
-
Zakai, M. (1990) Stochastic integration, trace and skeleton of Wiener functionals. Stochastics, 33, 93-108.
-
(1990)
Stochastics
, vol.33
, pp. 93-108
-
-
Zakai, M.1
|