Weak and strong solutions of general stochastic models Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed] - Diffusion equation - Document - PDFSEARCH.IO

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	Weak and strong solutions of general stochastic models Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed] Add to Reading List Document Date: 2013-12-29 15:12:08 Open Document File Size: 350,28 KB Share Result on Facebook Company F (Y ) a.s. / E[g(X)\|FαY ] a.s. / X2 a.s. / G2 (Y ξ2 ) a.s. / F2 (Y ) a.s. / / / Facility Statistics University of Wisconsin / / IndustryTerm Weak and strong solutions / joint solution / law holds / / Organization National Science Foundation / University of Wisconsin / / Person Thomas G. Kurtz / Alexander Veretennikov / / / Position Rt / / URL http / SocialTag Statistics Stochastic calculus Stochastic differential equation Partial differential equation Spectral theory Radon–Nikodym theorem Itō diffusion Mathematical analysis Calculus Differential equations

Weak and strong solutions of general stochastic models Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed]Add to Reading List