On existence of progressively measurable modifications

DOI10.1214/ECP.V18-2548MaRDI QIDQ742983zbMATH OpenFDO

Authors Martin Ondreját, Jan Seidler

Publication date 22 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ECP.V18-2548

zbMATH Keywords

progressively measurable modificationstochastic processes

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

Cited in

(14)

• Phase transition for the interchange and quantum Heisenberg models on the Hamming graph
• Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
• Existence of martingale solutions of stochastic differential inclusions of parabolic type in a Hilbert space
• On temporal regularity of stochastic convolutions in 2-smooth Banach spaces
• The characteristic function of Gaussian stochastic volatility models: an analytic expression
• Necessary stochastic maximum principle for dissipative systems on infinite time horizon
• On Measurable Modification of Stochastic Functions
• Forward integration, convergence and non-adapted pointwise multipliers
• The martingale problem method revisited
• Multidimensional stability of planar traveling waves for stochastically perturbed reaction-diffusion systems
• Discretizations of stochastic evolution equations in variational approach driven by jump-diffusion
• The Yamada-Watanabe-Engelbert theorem for SPDEs in Banach spaces
• A note on measurable modifications.
• Measurable processes and the Feynman-Kac formula

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