Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Kolmogorov zakon nič – ena"'
Autor:
Matija Vidmar
Publikováno v:
Statistics & probability letters, vol. 175, 109117, 2021.
For a discrete-negative-time discrete-space SDE, which admits no strong solution in the classical sense, a weak solution is constructed that is a (necessarily nonmeasurable) non-anticipative function of the driving i.i.d. noise. The result highlights
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08c438dabe209224965116d0f4957e1a
https://repozitorij.uni-lj.si/Dokument.php?id=159073&dn=
https://repozitorij.uni-lj.si/Dokument.php?id=159073&dn=
