Realizing a weak solution on a probability space

DOI10.1016/0304-4149(78)90018-2zbMath0379.60004OpenAlexW2124985052MaRDI QIDQ1247099

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)

Related Items

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

Cites Work

• Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Extension of Measures and Stochastic Equations
• An Example of a Stochastic Differential Equation Having No Strong Solution
• On Homogeneous Measure Algebras
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