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Causal and non-anticipating solutions of stochastic equations

  • M. P. Yershov
Part II: Research Reports
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 16)

Abstract

The aim of this paper is to give an example of concrete applications of general results obtained in [2].

Keywords

Measurable Space Wiener Process Random Element Stochastic Equation Maximal Class 
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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References

  1. 1.
    Yershov M.P., The Choquet theorem and stochastic equations, Analysis Math. 1(1975), 259–271.Google Scholar
  2. 2.
    Yershov M.P., Non-anticipating solutions of stochastic equations, Proc. 3d Japan-USSR Sympos. Probab. Theory, Springer, Lecture Notes in Math. 550(1976), 655–691.Google Scholar
  3. 3.
    Yershov M.P., Second disintegration of measures, Univ. Linz, Institutsbericht 1978.Google Scholar
  4. 4.
    Yor M., Quelques resultats de representation integrale, Preprint 1978.Google Scholar

Copyright information

© Springer-Verlag 1979

Authors and Affiliations

  • M. P. Yershov

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