This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
V. Beneš: Non existence of strong non-anticipating solutions to Stochastic DEs; Implications for Functional DEs, Filtering and control. In: Stochastic Processes and their applications-Vol 5, 1977, p.243–263.
R. Lipcer, A.N. Shyriaev: Statistics of Random Processes, I. General Theory. Applications of Mathematics, Vol. 5, Springer-Verlag, 1977.
D.W. Stroock, M. Yor: On extremal solutions of martingale problems. Ann.Sci. ENS. 4ème série, t. 13, 1980, p. 95–164.
B. Tsirelson: An example of a stochastic differential equation having no strong solution. Teo. Verojatnost. i. Prim. Vol 20, 1975, p. 427–430.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1983 Springer-Verlag
About this paper
Cite this paper
Le Gall, J.F., Yor, M. (1983). Sur l’equation stochastique de Tsirelson. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068302
Download citation
DOI: https://doi.org/10.1007/BFb0068302
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-12289-0
Online ISBN: 978-3-540-39614-7
eBook Packages: Springer Book Archive
