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Stochastic Control Theory and Stochastic Differential Systems pp 606–615Cite as

Causal and non-anticipating solutions of stochastic equations

  • Part II: Research Reports
  • Conference paper
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Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 16))

Abstract

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

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References

  1. Yershov M.P., The Choquet theorem and stochastic equations, Analysis Math. 1(1975), 259–271.

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  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.

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  3. Yershov M.P., Second disintegration of measures, Univ. Linz, Institutsbericht 1978.

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  4. Yor M., Quelques resultats de representation integrale, Preprint 1978.

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Authors
  1. M. P. Yershov
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Editor information

M. Kohlmann W. Vogel

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© 1979 Springer-Verlag

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Yershov, M.P. (1979). Causal and non-anticipating solutions of stochastic equations. In: Kohlmann, M., Vogel, W. (eds) Stochastic Control Theory and Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 16. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0009419

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  • DOI: https://doi.org/10.1007/BFb0009419

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09480-7

  • Online ISBN: 978-3-540-35211-2

  • eBook Packages: Springer Book Archive

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