On random measures on the space of trajectories and strong and weak solutions of stochastic equations

2005/05/26 by A. A. Dorogovtsev
Mathematics · #math.PR #msc:60H10 #msc:60H15

paper · pdf

published as Ukrainian Mathematical Journal, 2004, #5 · 11 pages

arxiv created 2005/05/26 · arxiv updated 2009/12/01

Abstract

The random measures on the space of continuous functions are considered. Stationary random measures are described. The weak solutions of the stochastic equations are substituted by the strong measure-valued solutions.

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