B. Tsirelson
| Citing works
| "My drift"
|
- 1995 S. Attal, K. Burdzy, M. Émery, Y. Hu,
"Sur quelques filtrations et transformations browniennes."
Lect. Notes Math. 1613, 56-69.
[MR98j:60111]
- 1976 V.E. Benes,
"On Kailath's innovation conjecture."
The Bell System Technical Journal 55:7, 981-1001.
[MR54#4782]
- 1977 V.E. Benes,
"Nonexistence of strong nonanticipating solutions to stochastic DEs:
implications for functional DEs, filtering, and control."
Stoch. Processes Appl. 5:3, 243-263.
[MR56#16788]
- 2005 R. Buckdahn, H.-J. Engelbert,
"A backward stochastic differential equation without strong solution."
Theory Probab. Appl. 50:2, 284-289.
- 2004 R. Buckdahn, H.J. Engelbert, A.Rascani,
"On weak solutions of backward stochastic differential equations."
Theory Probab. Appl. 49:1, 16-50.
- 2005 A.S. Cherny, H.-J. Engelbert,
"Singular stochastic differential equations."
Lect. Notes Math. 1858.
- 1985 R. Ya. Chitashvili,
"On the existence of an innovation process for a component of a
diffusion-type process."
Theory Probab. Appl. 30:1, 50-65 (transl. from
Russian).
[MR86j:60174]
- 1982 N.J. Cutland,
"On the existence of solutions to stochastic differential equations
on Loeb spaces."
Z. Wahrsch. Verw. Gebiete 60:3, 335-357.
[MR83h:60059]
- 2004 A.A. Dorogovtsev,
"On random measures on spaces of trajectories, and strong and weak solutions
of stochastic equations."
Ukrainian Math. J. 56:5, 753-763.
[MR2005i:60127]
- 1999 M. Emery, W. Schachermayer,
"A remark on Tsirelson's stochastic differential equation."
Lect. Notes Math. 1709, 291-303.
[MR2001e:60111]
- 1997 J. Feldman, M. Smorodinsky,
"Simple examples of non-generating Girsanov processes."
Lect. Notes Math. 1655, 247-251.
- 1982 W.H. Fleming, E. Pardoux,
"Optimal control for partially observed diffusions."
SIAM J. Control and Optim. 20:2, 261-285.
[MR83h:93053]
- 2001 I. Gyongy,
"Tsirel'son's example for stochastic partial differential equations."
Acta Math. Hungar. 93:3, 243-248.
[MR2003e:60139]
- 1987 K. Itô (editor), "Encyclopedic dictionary of
mathematics." (Second edition. Math. Soc. of Japan), Vol. II, item
406D "Stochastic differential equations."
[MR89b:00033]
- 1980 G. Kallianpur,
"Stochastic filtering theory."
Springer-Verlag.
[MR82f:60089]
- 1999 J. Kallsen,
"A stochastic differential equation with a unique (up to
indistinguishability) but not strong solution.
Lect. Notes Math. 1709, 315-326.
- 1979 N.V. Krylov,
"On the equivalence of sigma-algebras in the filtering problem of
diffusion processes."
Theory Probab. Appl. 24:4, 772-781 (transl. from
Russian).
[MR81g:60044]
- 1983 J.F. Le Gall, M. Yor,
"Sur l'equation stochastique de Tsirelson."
Lect. Notes Math. 986, 81-88.
[MR86j:60132]
- 1981 A.V. Mel'nikov,
"On the theory of stochastic equations in components of semimartingales."
Mathematics of the USSR - Sbornik 38:3, 381-394.
(Transl. from Russian 1979)
[MR81f:60089]
- 1979 E. Mosca,
"Weaker conditions for innovations informational equivalence in the
independent Gaussian case."
IEEE Transactions on Automatic Control 24:1,
63-69.
[MR80h:93079]
- 1982 E. Pardoux,
"Equations of nonlinear filtering and application to stochastic control with
partial observation."
Lect. Notes Math. 972, 208-248.
[MR85c:93109]
- 1998 S.I. Pisanets,
"On the existence of strong solutions of diffusion-type stochastic equations
in Rm."
Theory Probab. Appl. 42:1, 179-184 (transl. from Russian).
- 1991 D. Revuz, M. Yor,
"Continuous martingales and Brownian motion."
Springer-Verlag.
[MR92d:60053] (Second edition 1994, third edition
1998.)
- 1987 L.C.G. Rogers, D. Williams,
"Diffusions, Markov processes, and martingales. Vol. 2: Itô
calculus."
John Wiley & sons.
[MR89k:60117]
- 1980 D.W. Stroock, M. Yor,
"On extremal solutions of martingale problems."
Ann. Sci. Ec. Norm. Sup. (4) 13:1, 95-164.
[MR82b:60051]
- 2004 T. Toronjadze,
"Stochastic equations in the problem of semimartingale parameter estimation."
J. Math. Sci. (N.Y.) 121:6, 2709-2840.
[MR2005h:60176]
- 1981 K. Uchida,
"Sufficient conditions for observation-innovation equivalence in
white Gaussian channels with feedback."
SIAM J. Control Optim. 19:5, 667-675.
[MR83e:94044]
- 1994 A.M. Vershik,
"Theory of decreasing sequences of measurable partitions."
St. Petersburg Math. J. 6:4, 705-761 (1995; transl. from Russian
1994).
[MR96b:28018]
- 2001 S. Watanabe,
"Ito's stochastic calculus and its applications."
In: Handbook of statistics, vol. 19 (eds. D.N. Shanbhag, C.R. Rao),
Elsevier Sci.; pp. 873-933. (See page 908.)
- 1983 H. v. Weizsäcker,
"Exchanging the order of taking suprema and countable intersections
of sigma-algebras."
Ann. Inst. Henri Poincaré B 19:1, 91-100.
[MR85c:28001]
- 1989 M. Yor,
"De nouveaux résultats sur l'équation de Tsirel'son."
C.R. Acad. Sci. Paris I 309:7, 511-514.
[MR91e:60175]
- 1992 M. Yor,
"Tsirel'son's equation in discrete time."
Probab. Theory Relat. Fields 91:2, 135-152.
[MR93d:60104]
- 1997 M. Yor,
"Some aspects of Brownian motion, Part II: Some recent martingale
problems."
Birkhäuser Verlag.
[MR98e:60140]