Absolute Continuity of Measures and Radon-Nikodym Derivatives

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

Abstract

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.

Keywords

Weak Solution Stochastic Differential Equation Strong Solution Wiener Process Stochastic Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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