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Représentation des processus ponctuels multivaries à l’aide d’un processus de Poisson. (French) Zbl 0359.60065


MSC:

60G99 Stochastic processes
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[1] Benveniste, A.; Jacod, J., Systèmes de Levy de Processus de Markov, Invent. Math., 21, 183-198 (1973) · Zbl 0265.60074
[2] Dellacherie, C., Théorie générale des Processus (1972), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York
[3] Getoor, R. K., Sur la contruction de noyaux (1975), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York
[4] Grigelionis, B., On stochastic integral of K Ito, Litovsk. Mat. Sb. XI, nℴ 4, 783-794 (1971) · Zbl 0231.60024
[5] Meyer, P. A., Integrales Stochastiques (1967), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0189.51403
[6] Meyer, P. A., Processus de Poisson ponctuels attachés à un processus de Markov d’après Ito (1971), Berlin-Heidelberg- New York: Springer, Berlin-Heidelberg- New York
[7] El Karoui, N.; Reinhard, H., Sur les processus de diffusion dans ℝ^n d’après Bonami, El Karoui, Reinhard, Roynette (1973), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York
[8] Skorohod, A. V., Studies in the random processes (1965), Reading, Mass.: Addison Wesley, Reading, Mass. · Zbl 0146.37701
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