Skip to main content
SpringerLink
Log in

Etude d’une equation differentielle stochastique avec temps local

  • Conference paper
  • First Online:
Séminaire de Probabilités XVII 1981/82

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 986))

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.

References

  1. J.M. HARRISON,, L.A. SHEPP, On skew Brownian motion, Annals of Probability, Vol. 9, no 2, April 1981.

    Google Scholar 

  2. D.W. STROOCK, M. YOR, Some remarkable martingales, Séminaire Prob. XV, Lectures Notes Math. 850, Springer Verlag, 1979/80.

    Google Scholar 

  3. S. WATANABE, Applications of Poisson point processes to Markov processes, Intern. Conf. Prob. Math. Stat. Vilnius, Vol. 1, 1973.

    Google Scholar 

  4. S. WATANABE, Construction of diffusion processes by means Poisson point process of Brownian excursions, Proc. Third Japan-USSR Symp. Prob. Theor., Lecture Notes Math. 550, Springer Verlag.

    Google Scholar 

  5. S. WEINRYB, Limite faible d’un processus de sauts avec frontières de transmission, Rapport interne 78, Centre de Mathématiques Appliquées de L’Ecole Polytechnique, 1982.

    Google Scholar 

  6. J.F. LE GALL, Temps locaux et équations différentielles stochastiques, Thèse 3e cycle, Université de Paris VI, Juin 1982.

    Google Scholar 

  7. E. PERKINS, Local time and pathwise uniqueness for stochastic differential equations, Séminaire Prob. XVI, Lecture Notes Math. 920, Springer Verlag, 1982.

    Google Scholar 

  8. T. YAMADA, S. WATANABE, On the uniqueness of solutions of stochastic differential equations, J. Math. Kyoto Univ., 11, 1971.

    Google Scholar 

  9. M. YOR, Continuité des temps locaux, Astérisque, 52/53, 1978, Soc. Math. Fr.

    Google Scholar 

  10. N. EL KAROUI, Sur les montées des semi-martingales, Astérisque, 52/53, Soc. Math. Fr.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Centre de Mathématiques Appliquées, Ecole Polytechnique, 91128, Palaiseau Cedex, France

    Sophie Weinryb

Authors
  1. Sophie Weinryb
    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

© 1983 Springer-Verlag

About this paper

Cite this paper

Weinryb, S. (1983). Etude d’une equation differentielle stochastique avec temps local. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068300

Download citation

  • DOI: https://doi.org/10.1007/BFb0068300

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12289-0

  • Online ISBN: 978-3-540-39614-7

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation