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- W4299610983 abstract "Typically, a stochastic model relates stochastic inputs 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.
- W4299610983 created "2022-10-02" @default.
- W4299610983 creator A5064447918 @default.
- W4299610983 date "2013-05-29" @default.
- W4299610983 modified "2023-10-14" @default.
- W4299610983 title "Weak and strong solutions of general stochastic models" @default.
- W4299610983 doi "https://doi.org/10.48550/arxiv.1305.6747" @default.
- W4299610983 hasPublicationYear "2013" @default.
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