Support theorems for a class of anticipating stochastic differentialequations
Author:
Affiliation:
1. a Déepartement de Mathématiques , UniversitéParis X, 200 Avenue de la République , F-92001 Nanterre Cedex, France
2. b Facultat de Matemàatiques , Universitat de Barcelona , Gran Via 585 E-08007 Barcelona
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442509208833760
Reference13 articles.
1. Lecture Notes in Mathematics 866;Bismut J. M.,1981
2. Carmona , R. and Nualart , D. “Traces of random variables on the Wiener space and the Onsager-Machlup functional”. preprint
3. Une propriete de continuite en filtrage non lineaire
4. A Stroock Varadhan support theorem in non-linear filtering theory
5. Ikeda , N. and Watanabe , S. 1981. “StochasticDifferential Equations and Diffusion Processes”. North-Holland.
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