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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 771–780 (Mi tvp2896)  
This article is cited in 6 scientific papers (total in 6 papers)

On the coincidence of $\sigma$-algebras in the filtration problem for diffusion processes

N. V. Krylov

Moscow
Full-text PDF (610 kB) Citations (6)
Abstract: Multidimensional diffusion process (1) with two components is considered. The main theorem states that two $\sigma$-algebras (one generated by the observable process $y_t$ and another generated by its innovation $\overline w_t$ and initial condition $y_0$) coincide.
Received: 12.10.1977
English version:
Theory of Probability and its Applications, 1980, Volume 24, Issue 4, Pages 772–781
DOI: https://doi.org/10.1137/1124089
Bibliographic databases:
Language: Russian
Citation: N. V. Krylov, “On the coincidence of $\sigma$-algebras in the filtration problem for diffusion processes”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 771–780; Theory Probab. Appl., 24:4 (1980), 772–781
Citation in format AMSBIB
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\by N.~V.~Krylov
\paper On the coincidence of $\sigma$-algebras in the filtration problem for diffusion processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 4
\pages 771--780
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\zmath{https://zbmath.org/?q=an:0441.60042|0423.60041}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 24
\issue 4
\pages 772--781
\crossref{https://doi.org/10.1137/1124089}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KW11900007}
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  • https://www.mathnet.ru/eng/tvp/v24/i4/p771
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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