The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space

DOI10.1080/07362999108809248zbMath0743.60008OpenAlexW2094235169MaRDI QIDQ3984214

Tomasz Bojdecki, Jacek Jakubowski

Publication date: 27 June 1992

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999108809248

zbMATH Keywords

stochastic differential equationGirsanov's theoremweak uniquenessweak existence

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

The Skorohod integral in conuclear spaces ⋮ Stochastic McKean-Vlasov equations

Cites Work

• Ito stochastic integral in the dual of a nuclear space
• Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space
• High density limit theorems for infinite systems of unscaled branching Brownian motions
• Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
• Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
• Stochastic evolution equations driven by nuclear-space-valued martingales
• Distribution-valued processes arising from independent Brownian motions
• Semimartingales: A course on stochastic processes
• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
• Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces
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