A remark on Tsirelson's stochastic differential equation

Michel Émery; Walter Schachermayer

Séminaire de probabilités de Strasbourg (1999)

  • Volume: 33, page 291-303

How to cite


Émery, Michel, and Schachermayer, Walter. "A remark on Tsirelson's stochastic differential equation." Séminaire de probabilités de Strasbourg 33 (1999): 291-303. <http://eudml.org/doc/114014>.

author = {Émery, Michel, Schachermayer, Walter},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {innovation problem; weak solution; non Markovian process; filtration; coupling},
language = {eng},
pages = {291-303},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A remark on Tsirelson's stochastic differential equation},
url = {http://eudml.org/doc/114014},
volume = {33},
year = {1999},

AU - Émery, Michel
AU - Schachermayer, Walter
TI - A remark on Tsirelson's stochastic differential equation
JO - Séminaire de probabilités de Strasbourg
PY - 1999
PB - Springer - Lecture Notes in Mathematics
VL - 33
SP - 291
EP - 303
LA - eng
KW - innovation problem; weak solution; non Markovian process; filtration; coupling
UR - http://eudml.org/doc/114014
ER -


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