Equivalence of Stochastic Equations and Martingale Problems (Q3015680)
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Language | Label | Description | Also known as |
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English | Equivalence of Stochastic Equations and Martingale Problems |
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Equivalence of Stochastic Equations and Martingale Problems (English)
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13 July 2011
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generator
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martingale problem
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jumps
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Poisson random measure
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weak solution
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unicity
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