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

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+An Example of a Stochastic Differential Equation Having No Strong Solution
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+ON WEAK CONVERGENCE OF SEMIMARTINGALES TO STOCHASTICALLY CONTINUOUS PROCESSES WITH INDEPENDENT AND CONDITIONALLY INDEPENDENT INCREMENTS
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+Some Extensions of the Innovations Theorem*
@@ Property / cites work: Some Extensions of the Innovations Theorem* / rank @@
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+On the Separation Theorem of Stochastic Control
@@ Property / cites work: On the Separation Theorem of Stochastic Control / rank @@
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+Q4147346
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+On Kailath's Innovations Conjecture Hold
@@ Property / cites work: On Kailath's Innovations Conjecture Hold / rank @@
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+A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
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+Q5585820
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+Full “Bang” to Reduce Predicted Miss is Optimal
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