×

Variation des solutions d’une E.D.S. d’apres J. M. Bismut. (French) Zbl 0521.60066

Seminaire de probabilites XVI, Univ. Strasbourg 1980/81, Suppl.: Geometrie differentielle stochastique, Lect. Notes Math. 921, 151-164 (1982).

MSC:

60H05 Stochastic integrals
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60G48 Generalizations of martingales
60J60 Diffusion processes
Full Text: Numdam EuDML