Law equivalence of stochastic linear systems

DOI10.1016/S0167-7152(98)00266-1zbMATH Open0933.60069MaRDI QIDQ1292780FDOQ1292780

Authors: B. Goldys, Szymon Peszat 

Publication date: 4 April 2000

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

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

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)

Cites Work

• Gaussian measures in Banach spaces
• Stochastic Equations in Infinite Dimensions
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Cited In (3)

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

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