Realizing a weak solution on a probability space

DOI10.1016/0304-4149(78)90018-2MaRDI QIDQ1247099zbMATH OpenOpenAlexFDO

Authors Václav E. Beneš

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

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Ordinary differential equations and systems with randomness (34F05) Stochastic analysis (60H99)

Cites work

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• scientific article; zbMATH DE number 3357434 (Why is no real title available?)
• An Example of a Stochastic Differential Equation Having No Strong Solution
• Extension of Measures and Stochastic Equations
• Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control
• On Homogeneous Measure Algebras
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures

Cited in

(3)

• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
• Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.
• On the existence of solutions to stochastic differential equations on Loeb spaces

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