Predictability and uniqueness of weak solutions of the stochastic differential equations

DOI10.2478/AUOM-2023-0011MaRDI QIDQ6987802zbMATH OpenFDO

Authors Ana Merkle

Publication date 6 May 2025

Published in Analele Științifice ale Universității ``Ovidius Constanța. Seria: Matematică (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/AUOM-2023-0011

zbMATH Keywords

causal predictabilityfiltrationstochastic differential equationsweak solutionweak uniqueness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites work

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• Statistical causality and measurable separability of \(\sigma \)-algebras
• Weak and strong solutions of stochastic differential equations

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