Nous obtenons des identités gaussiennes conditionnelles de la forme
We derive conditional Gaussian type identities of the form
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@article{CRMATH_2015__353_12_1153_0, author = {Privault, Nicolas and She, Qihao}, title = {Conditionally {Gaussian} stochastic integrals}, journal = {Comptes Rendus. Math\'ematique}, pages = {1153--1158}, publisher = {Elsevier}, volume = {353}, number = {12}, year = {2015}, doi = {10.1016/j.crma.2015.09.022}, language = {en}, url = {http://www.numdam.org/articles/10.1016/j.crma.2015.09.022/} }
TY - JOUR AU - Privault, Nicolas AU - She, Qihao TI - Conditionally Gaussian stochastic integrals JO - Comptes Rendus. Mathématique PY - 2015 SP - 1153 EP - 1158 VL - 353 IS - 12 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2015.09.022/ DO - 10.1016/j.crma.2015.09.022 LA - en ID - CRMATH_2015__353_12_1153_0 ER -
%0 Journal Article %A Privault, Nicolas %A She, Qihao %T Conditionally Gaussian stochastic integrals %J Comptes Rendus. Mathématique %D 2015 %P 1153-1158 %V 353 %N 12 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2015.09.022/ %R 10.1016/j.crma.2015.09.022 %G en %F CRMATH_2015__353_12_1153_0
Privault, Nicolas; She, Qihao. Conditionally Gaussian stochastic integrals. Comptes Rendus. Mathématique, Tome 353 (2015) no. 12, pp. 1153-1158. doi : 10.1016/j.crma.2015.09.022. http://www.numdam.org/articles/10.1016/j.crma.2015.09.022/
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