Geodesic
On the coincidence of $\sigma$-algebras in the filtration problem for diffusion processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 771-780 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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. 
@article{TVP_1979_24_4_a6,
     author = {N. V. Krylov},
     title = {On the coincidence of $\sigma$-algebras in the filtration problem for diffusion processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {771--780},
     year = {1979},
     volume = {24},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a6/}
}
TY  - JOUR
AU  - N. V. Krylov
TI  - On the coincidence of $\sigma$-algebras in the filtration problem for diffusion processes
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1979
SP  - 771
EP  - 780
VL  - 24
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a6/
LA  - ru
ID  - TVP_1979_24_4_a6
ER  - 
%0 Journal Article
%A N. V. Krylov
%T On the coincidence of $\sigma$-algebras in the filtration problem for diffusion processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1979
%P 771-780
%V 24
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a6/
%G ru
%F TVP_1979_24_4_a6
N. V. Krylov. On the coincidence of $\sigma$-algebras in the filtration problem for diffusion processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 4, pp. 771-780. http://geodesic.mathdoc.fr/item/TVP_1979_24_4_a6/