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Grossissement d'une filtration et retournement du temps d'une diffusion

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Séminaire de Probabilités XX 1984/85

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1204))

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Bibliographie

  1. A.Friedmann: Stochastic differential equations and applications Vol 1,Acad.Press (1975)

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  2. U.Haussmann-E.Pardoux: Time reversal of diffusions, Annals of Probability, à paraître (1985)

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  3. J. Jacod: Grossissement initial, Hypothèse (H')et Théorème de Girsanov. in Grossissement de filtrations: exemples et applications, T. Jeulin et M.Yor eds, Lecture Notes in Mathematics 1118, 15–35, Springer Verlag (1985).

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  4. T.Jeulin: Semi-martingales et grossissement d'une filtration, Lecture Notes in Mathematics 833, Springer Verlag (1980).

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  5. E.Pardoux: Time reversal of diffusion processes and non linear smoothing, in Systems and Optimization, A. Bagchi et H. Th. Jongen eds, Lecture Notes in Control and Information Sciences 66, 171–181, Springer-Verlag (1985)

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  6. D.Stroock-S.Varadhan: Multidimensional diffusion processes, Springer Verlag (1979).

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  7. W.Zheng: Semi-martingales with smooth densities-the problem of "nodes". à paraître. Voir aussi la bibliographie de cet article.

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Authors and Affiliations

  1. U.E.R. de Mathématiques, Université de Provence, 3, Place V.Hugo, 13331, Marseille Cedex 3

    E. Pardoux

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  1. E. Pardoux
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Jacques Azéma Marc Yor

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© 1986 Springer-Verlag

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Pardoux, E. (1986). Grossissement d'une filtration et retournement du temps d'une diffusion. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XX 1984/85. Lecture Notes in Mathematics, vol 1204. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075711

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  • DOI: https://doi.org/10.1007/BFb0075711

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16779-2

  • Online ISBN: 978-3-540-39860-8

  • eBook Packages: Springer Book Archive

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