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Skew products, regular conditional probabilities and stochastic differential equations : A technical remark

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Séminaire de Probabilités XXVI

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1526))

Abstract

It is shown that Malliavin's transfer principle applies to the system of stochastic differential equations given by a skew product. A minor modification of the definition of a strong solution is required.

Materially supported by NSERC Operating Grant #A3108

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References

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Authors and Affiliations

  1. McGill University, Canada

    J. C. Taylor

Authors
  1. J. C. Taylor
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Jacques Azéma Marc Yor Paul André Meyer

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© 1992 Springer-Verlag

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Taylor, J.C. (1992). Skew products, regular conditional probabilities and stochastic differential equations : A technical remark. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVI. Lecture Notes in Mathematics, vol 1526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0084315

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  • DOI: https://doi.org/10.1007/BFb0084315

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56021-0

  • Online ISBN: 978-3-540-47342-8

  • eBook Packages: Springer Book Archive

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