Geodesic

Tome 14 (2008) no. 2

Sommaire

A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
p. 1-9
L\'{e}vy processes and It\^{o}–Skorokhod integrals
p. 10-18
On asymptotic behaviour of probabilities of
p. 19-27
Linear stochastic differential equations in the dual of a multi-Hilbertian space
p. 28-34
On a bad descriptive structure of Minkowski’s sum
p. 35-41
On the martingale problem for
p. 42-51
Pasting of two diffusion processes on
p. 52-59
The brownian motion process with generalized diffusion matrix and drift vector
p. 60-70
A brief overview of the $L_p$-theory of SPDEs
p. 71-78
A limit theorem for the number of sign changes for a
p. 79-92
Limit theorems for backward stochastic equations
p. 93-107
Necessary condition for some singular stochastic control systems with variable delay
p. 108-115
Penalisations of brownian motion with
p. 116-138
A family of martingales generated by
p. 139-144
Nonhomogeneous diffusion processes in a
p. 145-154