Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales (Q655181)
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scientific article; zbMATH DE number 5994028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales |
scientific article; zbMATH DE number 5994028 |
Statements
Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales (English)
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2 January 2012
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filtration
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causality
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semimartingale
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extremal measure
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stochastic differential equation
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weak solution
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weak uniqueness
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martingale problem
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