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Étude de certains processus (stochastiquement) différentiables ou holomorphes. (French) Zbl 0359.60022


MSC:

60G17 Sample path properties
60J65 Brownian motion
60H05 Stochastic integrals
28C20 Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
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References:

[1] R. Cairoli , J.B. Walsh , Stochastic integrals in the Plane , Acta Mathematica , Vol. 134 , 1975 . MR 420845 | Zbl 0334.60026 · Zbl 0334.60026
[2] P.A. Meyer , Un cours sur les intégrales stochastiques . Séminaire de Probabilités X , Lectures notes in Math. , 511 , Springer-Verlag , Berlin , 1976 . Numdam | MR 501332 | Zbl 0374.60070 · Zbl 0374.60070
[3] M. Yor , Formule de Cauchy relative à certains lacets browniens . A paraître au Bulletin de la S. M. F. Numdam | MR 494477 | Zbl 0375.60068 · Zbl 0375.60068
[4] M. Yor , Représentation des martingales de carré intégrable relatives aux processus de Wiener et de Poisson à n paramètres. Zeitschrift für Wahr. , Band 35 , Heft 2 , Springer-Verlag , Berlin , 1976 . MR 438470 | Zbl 0315.60027 · Zbl 0315.60027
[5] R.K. Getoor , On the construction of kernels . Séminaire de Probabilités IX . Lecture Notes in Mathematics , n^\circ 465 , Springer-Verlag , Berlin , 1975 . Numdam | MR 436342 | Zbl 0321.60056 · Zbl 0321.60056
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