Law equivalence of stochastic linear systems

DOI10.1016/S0167-7152(98)00266-1MaRDI QIDQ1292780zbMATH OpenFDO

Authors B. Goldys, Szymon Peszat

Publication date 4 April 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD%27s+formula&go=Go It��'s formula]linear stochastic systemsequivalence in law

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Law equivalence of solutions of some linear stochastic equations in Hilbert spaces
• Law equivalence of Ornstein-Uhlenbeck processes driven by a Lévy process
• scientific article; zbMATH DE number 168102
• A note on a result of Liptser-Shiryaev

Cites work

• scientific article; zbMATH DE number 3576395 (Why is no real title available?)
• scientific article; zbMATH DE number 751037 (Why is no real title available?)
• scientific article; zbMATH DE number 3365976 (Why is no real title available?)
• Gaussian measures in Banach spaces
• Stochastic Equations in Infinite Dimensions

Cited in

(3)

• Law equivalence of solutions of some linear stochastic equations in Hilbert spaces
• Law equivalence of Ornstein-Uhlenbeck processes driven by a Lévy process
• A note on a result of Liptser-Shiryaev

This page was built for publication: Law equivalence of stochastic linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1292780)