Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations
Séminaire de probabilités de Strasbourg, Tome 16 (1982), pp. 490-502
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@article{SPS_1982__16__490_0,
author = {M\'etivier, Michel},
title = {Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
pages = {490--502},
year = {1982},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {16},
mrnumber = {658709},
zbl = {0482.60060},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SPS_1982__16__490_0/}
}
TY - JOUR AU - Métivier, Michel TI - Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations JO - Séminaire de probabilités de Strasbourg PY - 1982 SP - 490 EP - 502 VL - 16 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_1982__16__490_0/ LA - en ID - SPS_1982__16__490_0 ER -
%0 Journal Article %A Métivier, Michel %T Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations %J Séminaire de probabilités de Strasbourg %D 1982 %P 490-502 %V 16 %I Springer - Lecture Notes in Mathematics %U http://geodesic.mathdoc.fr/item/SPS_1982__16__490_0/ %G en %F SPS_1982__16__490_0
Métivier, Michel. Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations. Séminaire de probabilités de Strasbourg, Tome 16 (1982), pp. 490-502. http://geodesic.mathdoc.fr/item/SPS_1982__16__490_0/