Weak and strong solutions of general stochastic models
نویسنده
چکیده
Typically, a stochastic model relates stochastic “inputs” and, perhaps, controls to stochastic “outputs”. A general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations is given in this context. A notion of compatibility between inputs and outputs is critical in relating the general result to its classical forebears.
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تاریخ انتشار 2013