Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control (Q1242377): Difference between revisions

@@ Property / author @@
-Václav E. Beneš
@@ Property / author: Václav E. Beneš / rank @@
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@@ Property / author @@
+Václav E. Beneš
@@ Property / author: Václav E. Beneš / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4149(77)90034-5
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@@ Property / OpenAlex ID @@
+W1973135038
@@ Property / OpenAlex ID: W1973135038 / rank @@
+Normal rank
@@ Property / cites work @@
+An Example of a Stochastic Differential Equation Having No Strong Solution
+Normal rank
@@ Property / cites work @@
+ON WEAK CONVERGENCE OF SEMIMARTINGALES TO STOCHASTICALLY CONTINUOUS PROCESSES WITH INDEPENDENT AND CONDITIONALLY INDEPENDENT INCREMENTS
+Normal rank
@@ Property / cites work @@
+Some Extensions of the Innovations Theorem*
@@ Property / cites work: Some Extensions of the Innovations Theorem* / rank @@
+Normal rank
@@ Property / cites work @@
+On the Separation Theorem of Stochastic Control
@@ Property / cites work: On the Separation Theorem of Stochastic Control / rank @@
+Normal rank
@@ Property / cites work @@
+Q4147346
@@ Property / cites work: Q4147346 / rank @@
+Normal rank
@@ Property / cites work @@
+On Kailath's Innovations Conjecture Hold
@@ Property / cites work: On Kailath's Innovations Conjecture Hold / rank @@
+Normal rank
@@ Property / cites work @@
+A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
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@@ Property / cites work @@
+Q5585820
@@ Property / cites work: Q5585820 / rank @@
+Normal rank
@@ Property / cites work @@
+Full “Bang” to Reduce Predicted Miss is Optimal
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@@ links / mardi / name / links / mardi / name @@
+Publication:1242377