The problem of the uniqueness of a martingale
From MaRDI portal
Publication:1595704
zbMath0974.60060MaRDI QIDQ1595704
Publication date: 13 February 2001
Published in: Doklady Mathematics (Search for Journal in Brave)
35J25: Boundary value problems for second-order elliptic equations
60G44: Martingales with continuous parameter
60J60: Diffusion processes