- Tytuł:
- Some applications of Girsanovs theorem to the theory of stochastic differential inclusions
- Autorzy:
- Kisielewicz, Micha
- Powiązania:
- https://bibliotekanauki.pl/articles/729482.pdf
- Data publikacji:
- 2003
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
stochastic process
Girsanov’s theorem
stochastic differential inclusion
weak solution
Brownian motion - Opis:
- The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.
- Źródło:
-
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2003, 23, 1; 21-29
1509-9407 - Pojawia się w:
- Discussiones Mathematicae, Differential Inclusions, Control and Optimization
- Dostawca treści:
- Biblioteka Nauki
Artykuł