Realizing a weak solution on a probability space
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Publication:1247099
DOI10.1016/0304-4149(78)90018-2zbMath0379.60004OpenAlexW2124985052MaRDI QIDQ1247099
Publication date: 1978
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(78)90018-2
Probability measures on topological spaces (60B05) Ordinary differential equations and systems with randomness (34F05) Stochastic analysis (60H99)
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Cites Work
- Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- Extension of Measures and Stochastic Equations
- An Example of a Stochastic Differential Equation Having No Strong Solution
- On Homogeneous Measure Algebras
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