Solution explicite de l’équation $Z_t=1+\int _0^t |Z_{s-}|\,dX_s$

Yoeurp, Chantha

Solution explicite de l’équation

Z_{t} = 1 + \int_{0}^{t} | Z_{s -} | d X_{s}

Yoeurp, Chantha

Séminaire de probabilités, Tome 13 (1979), pp. 614-619

MR SPS Zbl

@article{SPS_1979__13__614_0,
     author = {Yoeurp, Chantha},
     title = {Solution explicite de l{\textquoteright}\'equation $Z_t=1+\int _0^t |Z_{s-}|\,dX_s$},
     journal = {S\'eminaire de probabilit\'es},
     pages = {614--619},
     year = {1979},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {13},
     mrnumber = {544829},
     zbl = {0401.60059},
     language = {fr},
     url = {https://www.numdam.org/item/SPS_1979__13__614_0/}
}

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JO  - Séminaire de probabilités
PY  - 1979
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EP  - 619
VL  - 13
PB  - Springer - Lecture Notes in Mathematics
UR  - https://www.numdam.org/item/SPS_1979__13__614_0/
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%D 1979
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%V 13
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Yoeurp, Chantha. Solution explicite de l’équation $Z_t=1+\int _0^t |Z_{s-}|\,dX_s$. Séminaire de probabilités, Tome 13 (1979), pp. 614-619. https://www.numdam.org/item/SPS_1979__13__614_0/

Bibliographie
Cité par

(1) C. Dellacherie : "Capacités et processus stochastiques". Springer-Verlag, Berlin 1972. | Zbl | MR

(2) C. Doleans-Dade : "On the existence and unicity of solutions of stochastic differential equations". Z. für. Wahr. 36, 93-101, 1976. | Zbl | MR

(3) P.A. Meyer : "Un cours sur les intégrales stochastiques". Sém. Proba. de Strasbourg X , Lectures Notes in Math. 511, Berlin, Springer (1976). | Zbl | MR | Numdam