CALCULATION OF STOCHASTIC VARIATIONS AND PROCESSES WITH JUMPS

被引:92
作者
BISMUT, JM
机构
来源
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1983年 / 63卷 / 02期
关键词
D O I
10.1007/BF00538963
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:147 / 235
页数:89
相关论文
共 37 条
[1]  
Billingsley P., 1968, WILEY SERIES PROBABI
[2]   MARTINGALES, THE MALLIAVIN CALCULUS AND HYPOELLIPTICITY UNDER GENERAL HORMANDER CONDITIONS [J].
BISMUT, JM .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 56 (04) :469-505
[3]   A GENERALIZED FORMULA OF ITO AND SOME OTHER PROPERTIES OF STOCHASTIC FLOWS [J].
BISMUT, JM .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 55 (03) :331-350
[4]   CONDITIONAL DIFFUSIONS .2. CONDITIONAL GENERATOR - APPLICATION TO FILTERING [J].
BISMUT, JM ;
MICHEL, D .
JOURNAL OF FUNCTIONAL ANALYSIS, 1982, 45 (02) :274-292
[5]   CONDITIONAL DIFFUSIONS .1. PARTIAL HYPOELLIPTICITY [J].
BISMUT, JM ;
MICHEL, D .
JOURNAL OF FUNCTIONAL ANALYSIS, 1981, 44 (02) :174-211
[6]  
BISMUT JM, 1981, CR ACAD SCI I-MATH, V293, P565
[7]  
BISMUT JM, 1981, CR ACAD SCI I-MATH, V292, P731
[8]  
BISMUT JM, UNPUB CALCULUS BOUND
[9]  
BISMUT JM, 1981, LECTURE NOTES MATH, V866
[10]  
Bretagnolle J., 1971, LECT NOTES MATH, V191, P21