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- W2950574615 abstract "Typically, a stochastic model relates stochastic and, perhaps, controls to stochastic outputs. A general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of stochastic equations is given in this context. A notion of {em compatibility} between inputs and outputs is critical in relating the general result to its classical forebears. The relationship between the compatibility condition and the usual formulation of stochastic differential equations driven by semimartingales is discussed." @default.
- W2950574615 created "2019-06-27" @default.
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- W2950574615 date "2013-05-29" @default.
- W2950574615 modified "2023-09-27" @default.
- W2950574615 title "Weak and strong solutions of general stochastic models" @default.
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