Sur l'approximation de la solution d'une équation différentielle stochastique anticipative
Ouknine, Y. ; Berkaoui, A.
Annales mathématiques Blaise Pascal, Tome 6 (1999), p. 29-39 / Harvested from Numdam
Access to full text
Full (PDF)
Full (DJVU)
Publié le : 1999-01-01
@article{AMBP_1999__6_2_29_0,
     author = {Ouknine, Youssef and Berkaoui, A.},
     title = {Sur l'approximation de la solution d'une \'equation diff\'erentielle stochastique anticipative},
     journal = {Annales math\'ematiques Blaise Pascal},
     volume = {6},
     year = {1999},
     pages = {29-39},
     mrnumber = {1735277},
     zbl = {0949.60071},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/AMBP_1999__6_2_29_0}
}

Ouknine, Y.; Berkaoui, A. Sur l'approximation de la solution d'une équation différentielle stochastique anticipative. Annales mathématiques Blaise Pascal, Tome 6 (1999) pp. 29-39. http://gdmltest.u-ga.fr/item/AMBP_1999__6_2_29_0/

[1] D. Feyel and A. De La Pradelle : "On the approximate solutions of the Stratonovich equation". Electronic journal of Probability, vol. 3, no. 7, 1-14 (1998). | MR 1624858 | Zbl 0901.60028

[2] D. Feyel and A. De La Pradelle : "Fractional integrals and Brownian Processes". Prépublication 39 de l'université d'Evry Val d'Essone, (1996).

[3] D. Feyel and A. De La Pradelle : "On Fractional Brownian processes". (1999).To appear in Potential Analysis, | MR 1696137 | Zbl 0944.60045

[4] A. Millet, D. Nualart and M. Sanz-Solé : "Large deviations for a class of anticipating stochastic differential equations". Annals of Probability, 20, 1902-1931 (1992). | MR 1188048 | Zbl 0769.60053

[5] D. Ocone and E. Pardoux : "A Generalized Itô-Ventzell formula. Applications to a class of anticipating stochastic differential equations". Annals Inst. H. Poincaré, 25, 39-71 (1989). | Numdam | MR 995291 | Zbl 0674.60057

[6] S.G. Samko, A.A. Kilbas and O.I. Marichev : "Fractional integrals and Derivatives (Theory and Applications)". Gordon and Breach Science Publishers, (1987). | MR 1347689 | Zbl 0818.26003