The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space (Q3984214): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space |
scientific article |
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The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space (English)
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27 June 1992
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Girsanov's theorem
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weak existence
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weak uniqueness
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stochastic differential equation
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