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The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space - MaRDI portal

The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space (Q3984214)

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scientific article; zbMATH DE number 25855
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English
The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space
scientific article; zbMATH DE number 25855

    Statements

    The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space (English)
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    27 June 1992
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    Girsanov's theorem
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    weak existence
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    weak uniqueness
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    stochastic differential equation
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