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Stochastic Differential Equations on the Plane

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Estimation and Control Problems for Stochastic Partial Differential Equations

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 83))

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Abstract

In this chapter we investigate diffusion-type fields and Ito fields on the plane, two-parameter version of the Girsanov theorem, weak and strong solutions of stochastic differential equations on the plane, and the probability measures generated by stochastic fields. The results presented in this chapter are published in [10, 12, 14, 16, 25, 42, 44, 45, 47, 48, 65, 71].

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Authors and Affiliations

  1. Department of Mathematical Methods of Operation Research, V.M. Glushkov Institute of Cybernetics National Academy of Sciences of Ukraine, Kiev, Ukraine

    Pavel S. Knopov & Olena N. Deriyeva

Authors
  1. Pavel S. Knopov
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  2. Olena N. Deriyeva
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Knopov, P.S., Deriyeva, O.N. (2013). Stochastic Differential Equations on the Plane. In: Estimation and Control Problems for Stochastic Partial Differential Equations. Springer Optimization and Its Applications, vol 83. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-8286-4_2

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