Absolute Continuity of Measures and Radon-Nikodym Derivatives

  • Gopinath Kallianpur
Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 13)


As before, let (Ω,,P) be a complete probability space. Throughout this chapter it is assumed that (ℱt) tR + or [0,T] is an increasing right-continuous family of σ-fields such that ℱ 0 contains all P-null sets.


Weak Solution Stochastic Differential Equation Strong Solution Wiener Process Stochastic Equation 
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Copyright information

© Springer Science+Business Media New York 1980

Authors and Affiliations

  • Gopinath Kallianpur
    • 1
  1. 1.Department of StatisticsUniversity of North CarolinaChapel HillUSA

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