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Non-anticipating solutions of stochastic equations

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Proceedings of the Third Japan — USSR Symposium on Probability Theory

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 550))

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References

  1. Yershov M.P., The existence of a martingale with given diffusion functional, Teoriya Veroyatnostei i ee Primeneniya, 19, 4(1974), 665–687 (Russian). English translation in: Theory of Probability and its Applications, 19, 4(1974), 633–655.

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Authors and Affiliations

  1. Steklov Mathematical Institute, Academy of Sciences of the USSR, Moscow

    M. P. Yershov

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  1. M. P. Yershov
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Gisiro Maruyama Jurii V. Prokhorov

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© 1976 Springer-Verlag

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Yershov, M.P. (1976). Non-anticipating solutions of stochastic equations. In: Maruyama, G., Prokhorov, J.V. (eds) Proceedings of the Third Japan — USSR Symposium on Probability Theory. Lecture Notes in Mathematics, vol 550. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077520

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  • DOI: https://doi.org/10.1007/BFb0077520

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07995-8

  • Online ISBN: 978-3-540-37966-9

  • eBook Packages: Springer Book Archive

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