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Realizing a weak solution on a probability space

  • Stochastic Equations
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Book cover Measure Theory Applications to Stochastic Analysis

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 695))

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References

  1. I. V. Girsanov, On transforming a certain class of stochastic processes by absolutely continuous substitution of measures, Theor. Probability Appl., vol. 5 (1960), pp. 285–301.

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Authors and Affiliations

  1. Bell Laboratories, 07974, Murray Hill, New Jersey

    V. E. Beneš

Authors
  1. V. E. Beneš
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G. Kallianpur D. Kölzow

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© 1978 Springer-Verlag

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Beneš, V.E. (1978). Realizing a weak solution on a probability space. In: Kallianpur, G., Kölzow, D. (eds) Measure Theory Applications to Stochastic Analysis. Lecture Notes in Mathematics, vol 695. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0062658

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  • DOI: https://doi.org/10.1007/BFb0062658

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09098-4

  • Online ISBN: 978-3-540-35556-4

  • eBook Packages: Springer Book Archive

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