Predictability and uniqueness of weak solutions of the stochastic differential equations

Pubblicato online: 04 feb 2023

Pagine: 207 - 219

Ricevuto: 07 apr 2022

Accettato: 15 set 2022

DOI: https://doi.org/10.2478/auom-2023-0011

Parole chiave

Filtration, causal predictability, stochastic differential equations, weak solution, weak uniqueness

© 2023 Ana Merkle, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.