Skip to main content
SpringerLink
Log in

On absolute continuity of measures generated by Itô-McShane stochastic differential equations

  • Probability Theory and Stochastic Processes
  • Conference paper
  • First Online:
Measure Theory

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 541))

  • 654 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 54.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 69.95
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. D. L. Fisk, Quasi-Martingales, Trans. Amer. Math. Soc., 120(1965), pp. 369–389.

    Article  MathSciNet  MATH  Google Scholar 

  2. P.Ŝ. Lipcer, A. N. Ŝiraev, On absolute continuity of measures corresponding to the processes of diffusion type, Proc. of the Academy of Sciences of the USSR, 36(1972), pp. 847–885 (in Russian).

    Google Scholar 

  3. J. E. McShane, Stochastic Integration, Vector and Operator valued measures and Applications, Academic Press, New York (1973), pp. 247–281.

    Book  Google Scholar 

  4. P. A. Meyer, Probabilities and Potentials, Blaisdell, 1966.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. University of Florida, USA

    Zoran R. Pop-Stojanovic

Authors
  1. Zoran R. Pop-Stojanovic
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Alexandra Bellow Dietrich Kölzow

Rights and permissions

Reprints and permissions

Copyright information

© 1976 Springer-Verlag

About this paper

Cite this paper

Pop-Stojanovic, Z.R. (1976). On absolute continuity of measures generated by Itô-McShane stochastic differential equations. In: Bellow, A., Kölzow, D. (eds) Measure Theory. Lecture Notes in Mathematics, vol 541. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0081069

Download citation

  • DOI: https://doi.org/10.1007/BFb0081069

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07861-6

  • Online ISBN: 978-3-540-38107-5

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation