Skip to main content
SpringerLink
Log in

Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration

  • Conference paper
  • First Online:
Séminaire de Probabilités XIV 1978/79

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 784))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliographie

  1. C.S. CHOU, P.A. MEYER, et C. STRICKER: Sur les intégrales stochastiques de processus prévisibles non bornés (dans ce volume).

    Google Scholar 

  2. C. DOLEANS-DADE: On the existence and unicity of solution of stochastic integral equations. Z. Wahr. 34, 93–101, 1976.

    Article  MathSciNet  MATH  Google Scholar 

  3. L. GALTCHOUK: The structure of a class of martingales. Proc. School-seminar (Druskininkai), Vilnius, part I, 7–32, 1975.

    Google Scholar 

  4. J. JACOD: Sur la construction des intégrales stochastiques et les sous-espaces stables de martingales. Sém. Proba. XI, 1977.

    Google Scholar 

  5. J. JACOD: Sous-espaces stables de martingales. Z.W. 44, 103–115, 1978.

    Article  MathSciNet  MATH  Google Scholar 

  6. J. JACOD: Calcul stochastique et problèmes de martingales. Lect. Notes in Math. 714, Springer, 1979.

    Google Scholar 

  7. J. JACOD: Weak and strong solutions of stochastic differential equations. A paraitre dans "Stochastics".

    Google Scholar 

  8. J. MEMIN: Espaces de semimartingales et changements de probabilité. A paraitre.

    Google Scholar 

  9. P.A. MEYER: Un cours sur les intégrales stochastiques. Sém. X, 1976

    Google Scholar 

  10. M. METIVIER, J. PELLAUMAIL: Stochastic integration. A paraitre.

    Google Scholar 

  11. M. METIVIER, G. PISTONE: Une formule d'isométrie pour l'intégrale stochastique hilbertienne, et équations d'évolution stochastique. Z. W. 33, 1–18, 1975.

    Article  MathSciNet  MATH  Google Scholar 

  12. P. PROTTER: On the existence, uniqueness, convergence and explosionn of solutions of systems of stochastic differential equations. Ann. Proba. 5, 243–261, 1977.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Authors
  1. Jean Jacod
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Jacques Azéma Marc Yor

Rights and permissions

Reprints and permissions

Copyright information

© 1980 Springer-Verlag

About this paper

Cite this paper

Jacod, J. (1980). Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XIV 1978/79. Lecture Notes in Mathematics, vol 784. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0089482

Download citation

  • DOI: https://doi.org/10.1007/BFb0089482

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09760-0

  • Online ISBN: 978-3-540-38642-1

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation