Note sur les processus d'Ornstein-Uhlenbeck
Séminaire de probabilités de Strasbourg, Tome 16 (1982), pp. 95-132.
@article{SPS_1982__16__95_0,
author = {Meyer, Paul-Andr\'e},
title = {Note sur les processus {d'Ornstein-Uhlenbeck}},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
pages = {95--132},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {16},
year = {1982},
zbl = {0481.60041},
mrnumber = {658673},
language = {fr},
url = {http://www.numdam.org/item/SPS_1982__16__95_0/}
}
TY - JOUR AU - Meyer, Paul-André TI - Note sur les processus d'Ornstein-Uhlenbeck JO - Séminaire de probabilités de Strasbourg PY - 1982 DA - 1982/// SP - 95 EP - 132 VL - 16 PB - Springer - Lecture Notes in Mathematics UR - http://www.numdam.org/item/SPS_1982__16__95_0/ UR - https://zbmath.org/?q=an%3A0481.60041 UR - https://www.ams.org/mathscinet-getitem?mr=658673 LA - fr ID - SPS_1982__16__95_0 ER -
Meyer, Paul-André. Note sur les processus d'Ornstein-Uhlenbeck. Séminaire de probabilités de Strasbourg, Tome 16 (1982), pp. 95-132. http://www.numdam.org/item/SPS_1982__16__95_0/
). Stochastic calculus of variations and hypoelliptic operators. Proc. Intern. Conf. on Stoch. Diff. Eqs., Kyoto 1976, p. 195-263. New York, Wiley 1978. | Zbl 0411.60060
). The Malliavin Calculus and its applications to 2d order parabolic differential equations. Math. Systems Th. 13, 1981, p. ( partie II non encore parue ). | Zbl 0474.60061
