A characterization of adapted distribution

DOI10.1214/AOP/1176991997zbMath0634.60033OpenAlexW2050067619MaRDI QIDQ1096962

Douglas N. Hoover

Publication date: 1987

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991997

zbMATH Keywords

local martingaleadapted distribution of a stochastic processfiltration embeddabilitynonuniqueness in law

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) General theory of stochastic processes (60G07)

Related Items (3)

On solutions of stochastic differential equations with drift ⋮ Elementary embeddings and games in adapted probability logic ⋮ Statistical causality and adapted distribution

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