Law equivalence of stochastic linear systems

DOI10.1016/S0167-7152(98)00266-1zbMath0933.60069MaRDI QIDQ1292780

Szymon Peszat, Beniamin Goldys

Publication date: 4 April 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Itô's formulalinear stochastic systemsequivalence in law

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Law equivalence of Ornstein-Uhlenbeck processes driven by a Lévy process

Cites Work

• Gaussian measures in Banach spaces
• Stochastic Equations in Infinite Dimensions
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