Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control-Reference-Cited by-同舟云学术

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Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control

Published:1977-07 Issue:3 Volume:5 Page:243-263
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Beneš V.E.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference13 articles.

1. An example of a stochastic differential equation not possessing a strong solution (in Russian);Cirel'son;Teoriya Veroiatnostel i ee Prim.,1975

2. Statistics of random processes (in Russian);Liptser;Izdat, “Nauka”,1974

3. Some extensions of the innovations theorem;Kailath;B.S.T.J.,1971

4. Estimation in continuous-time nonlinear systems;Frost,1968

5. On the separation theorem of stochastic control;Wonham;SICON,1968

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A remark on Tsirelson's stochastic differential equation;Lecture Notes in Mathematics;1999

2. Stochastic Differential Equations;Grundlehren der mathematischen Wissenschaften;1991

3. Filtering of diffusions controlled through their conditional measures†;Stochastics;1984-01

4. Sur l’equation stochastique de Tsirelson;Lecture Notes in Mathematics;1983

5. Causal Invertibility: An Approach to the Innovations Problem;Nonlinear Stochastic Problems;1983

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