Predictability and uniqueness of weak solutions of the stochastic differential equations
Causality is a topic which receives much attention nowadays and it represents a prediction property in the context of possible reduction of available information in order to predict a given filtration. In this paper we define the concept of dependence between stochastic processes and between filtrat...
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| Format: | Article |
| Language: | English |
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Sciendo
2023-01-01
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| Series: | Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica |
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| Online Access: | https://doi.org/10.2478/auom-2023-0011 |