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Typically, a stochastic model relates stochastic "inputs" and, perhaps, controls to stochastic "outputs".
On the uniqueness of solutions of stochastic differential equations
Toshio Yamada and Shinzo Watanabe · 1971
Earlier work this paper cites.
Weak and strong solutions of stochastic differential equations
Jean Jacod · 1980
Earlier work this paper cites.
An extension of Skorohod’s almost sure representation theorem
David Blackwell and Lester E. Dubins · 1983
Earlier work this paper cites.
Tightness criteria for laws of semimartingales
P.-A. Meyer and W. A. Zheng · 1984
Earlier work this paper cites.
Markov processes: Characterization and Convergence
Stewart N. Ethier and Thomas G. Kurtz · 1986
Cited alongside, same era.
On the theorem of T. Yamada and S. Watanabe
H. J. Engelbert · 1991
Cited alongside, same era.
Random time changes and convergence in distribution under the Meyer-Zheng conditions
Thomas G. Kurtz · 1991
Cited alongside, same era.
Weak limit theorems for stochastic integrals and stochastic differential equations
Thomas G. Kurtz and Philip Protter · 1991
Cited alongside, same era.
A non-Skorohod topology on the Skorohod space
Adam Jakubowski · 1997
Later among the works it cites.
On the uniqueness in law and the pathwise uniqueness for stochastic differential equations
A. S. Cherny · 2003
Later among the works it cites.
On weak solutions of backward stochastic differential equations
R. Buckdahn, H.-J. Engelbert, and A. Răşcanu · 2005
Later among the works it cites.
The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
Thomas G. Kurtz · 2007
Later among the works it cites.
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