On the existence of solutions to stochastic differential equations on Loeb spaces

DOI10.1007/BF00535719zbMATH Open0544.60056MaRDI QIDQ3333818FDOQ3333818

Authors Nigel J. Cutland 

Publication date 1982

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Loeb spacestrong solutions of stochastic differential equationsnon- standard analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other applications of nonstandard models (economics, physics, etc.) (03H10)

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Cites work

• scientific article; zbMATH DE number 3657792 (Why is no real title available?)
• scientific article; zbMATH DE number 3738653 (Why is no real title available?)
• scientific article; zbMATH DE number 3520681 (Why is no real title available?)
• scientific article; zbMATH DE number 3525429 (Why is no real title available?)
• scientific article; zbMATH DE number 3559571 (Why is no real title available?)
• A non-standard representation for Brownian motion and Ito integration
• An Example of a Stochastic Differential Equation Having No Strong Solution
• An infinitesimal approach to stochastic analysis
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
• Existence of Optimal Stochastic Control Laws
• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Realizing a weak solution on a probability space
• Star-Finite Representations of Measure Spaces
• The Existence of Value in Stochastic Differential Games

Cited in

(5)

• Infinitesimal methods in control theory: deterministic and stochastic
• Some Properties of Loeb-Sobolev Spaces
• Simplified existence for solutions to stochastic differential equations
• Nonstandard Construction of the Stochastic Integral and Applications to Stochastic Differential Equations.I
• Optimal controls for partially observed stochastic systems: an infinitesimal approach

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