Skip to main content

Calculs formels sur les e.d.s. de Stratonovitch

  • Conference paper
  • First Online:
Séminaire de Probabilités XXIV 1988/89

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1426))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Ben Arous (G.). Flots et séries de Taylor stochastiques. Prob. Th. Rel. Fields, 81, 1989, p. 29–77.

    Article  MathSciNet  MATH  Google Scholar 

  2. Chen (K.T.). Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula. Ann. Math., 65, 1957, p. 163–178.

    Article  MathSciNet  MATH  Google Scholar 

  3. Chen (K.T.). Expansion of solutions of differential systems. Arch. Rat. Mech. Anal., 13, 1963, p. 348–363.

    Article  MathSciNet  MATH  Google Scholar 

  4. Davies (E.B.). One Parameter Semi-groups, Academic Press, 1980.

    Google Scholar 

  5. Fliess (M.) et Norman-Cyrot (D.). Algèbres de Lie nilpotentes, formule de Campbell-Baker-Hausdorff et intégrales itérées de Chen. Sém. Prob. XVI, LN 920, p. 257–267, Springer 1982.

    Google Scholar 

  6. Kato (T.). Perturbation theory for linear operators, 2nd edition, Springer 1976.

    Google Scholar 

  7. Kunita (H.). On the representation of solutions of stochastic differential equations. Sém. Prob. XIV, LN 784, p. 282–304, Springer 1980.

    Google Scholar 

  8. Marcus (S.I.). Modeling and approximation of stochastic differential equations driven by semimartingales. Stochastics, 4, 1981, p. 223–245.

    Article  MathSciNet  MATH  Google Scholar 

  9. McShane (E.J.). Stochastic differential equations J. Multiv. Anal., 6, 1975, p. 121–177.

    Article  MathSciNet  MATH  Google Scholar 

  10. Postnikov (M.M.). Leçons de géométrie: Groupes et algèbres de Lie. Editions MIR, Moscou 1982.

    Google Scholar 

  11. Strichartz (R.S.). The Campbell-Baker-Hausdorff-Dynkin formula and solutions of differential equations. J. Funct. Anal., 72, 1987, p. 320–345.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Jacques Azéma Marc Yor Paul André Meyer

Rights and permissions

Reprints and permissions

Copyright information

© 1990 Springer-Verlag

About this paper

Cite this paper

Hu, YZ. (1990). Calculs formels sur les e.d.s. de Stratonovitch. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXIV 1988/89. Lecture Notes in Mathematics, vol 1426. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0083786

Download citation

  • DOI: https://doi.org/10.1007/BFb0083786

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-52694-0

  • Online ISBN: 978-3-540-47098-4

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics