scientific article; zbMATH DE number 1405939

zbMath0957.60064MaRDI QIDQ4938936

Walter Schachermayer, Michel Émery

Publication date: 3 April 2000

Full work available at URL: http://www.numdam.org/item?id=SPS_1999__33__291_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

weak solutionfiltrationcouplinginnovation problemnon Markovian process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) General theory of stochastic processes (60G07)

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SDEs with no strong solution arising from a problem of stochastic control ⋮ Noise as a Boolean algebra of \(\sigma\)-fields ⋮ A comparison theorem for stochastic differential equations under the Novikov condition ⋮ Around Tsirelson's equation, or: the evolution process may not explain everything ⋮ A nonclassical solution to a classical SDE and a converse to Kolmogorov's zero-one law ⋮ Stochastic equations on compact groups in discrete negative time ⋮ Hiding a constant drift

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