On the integral representation of functionals of ltd processest
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Publication:3862808
DOI10.1080/17442507908833134zbMath0427.60056OpenAlexW2062027108MaRDI QIDQ3862808
Publication date: 1979
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442507908833134
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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
- On the Stochastic Maximum Principle
- Functionals of Itô Processes as Stochastic Integrals
- The Representation of Functionals of Brownian Motion by Stochastic Integrals
- Necessary Conditions for Continuous Parameter Stochastic Optimization Problems
