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)

zbMATH Keywords

stochastic processesprogressively measurable modification

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

Cited in

(10)

• Forward integration, convergence and non-adapted pointwise multipliers
• Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
• Phase transition for the interchange and quantum Heisenberg models on the Hamming graph
• The martingale problem method revisited
• Measurable processes and the Feynman-Kac formula
• On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces
• On Measurable Modification of Stochastic Functions
• Existence of martingale solutions of stochastic differential inclusions of parabolic type in a Hilbert space
• The characteristic function of Gaussian stochastic volatility models: an analytic expression
• Necessary stochastic maximum principle for dissipative systems on infinite time horizon

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