On extremal solutions of martingale problems
From MaRDI portal
Cites work
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- Absolute Continuity of Markov Processes and Generators
- An Example of a Stochastic Differential Equation Having No Strong Solution
- An Example of Non-Uniqueness of the Solution of the Stochastic Equation of K. Ito
- Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
- Changes of time, stochastic integrals, and weak martingales
- Conformal martingales
- Diffusion processes associated with L�vy generators
- Diffusion processes with boundary conditions
- scientific article; zbMATH DE number 3122711 (Why is no real title available?)
- scientific article; zbMATH DE number 3670322 (Why is no real title available?)
- scientific article; zbMATH DE number 3673297 (Why is no real title available?)
- scientific article; zbMATH DE number 3714677 (Why is no real title available?)
- scientific article; zbMATH DE number 3721824 (Why is no real title available?)
- scientific article; zbMATH DE number 3519660 (Why is no real title available?)
- scientific article; zbMATH DE number 3564029 (Why is no real title available?)
- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- scientific article; zbMATH DE number 3576461 (Why is no real title available?)
- scientific article; zbMATH DE number 3594379 (Why is no real title available?)
- scientific article; zbMATH DE number 3607266 (Why is no real title available?)
- scientific article; zbMATH DE number 3369560 (Why is no real title available?)
- Nonexistence of strong nonanticipating solutions to stochastic DEs: implications for functional DEs, filtering, and control
- ON CONTINUOUS MARTINGALES
- On degenerate elliptic-parabolic operators of second order and their associated diffusions
- On extremal measures and subspace density
- On Square Integrable Martingales
- On the Decomposition of Continuous Submartingales
- On the fields of some Brownian martingales
- On the uniqueness of solutions of stochastic differential equations
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- Opérateurs dissipatifs et semi-groupes dans les espaces de fonctions continues
- Sur l'etude des martingales continues extrêmales
- Transformation of local martingales under a change of law
- �tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
Cited in
(19)- Tsirel'son's equation in discrete time
- Locally interacting diffusions as Markov random fields on path space
- Statistical causality and separable processes
- Markov selections for the 3D stochastic Navier-Stokes equations
- Stochastic equations on compact groups in discrete negative time
- Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I
- On solutions of one-dimensional stochastic differential equations without drift
- The Malliavin calculus and its application to second order parabolic differential equations: Part I
- The Malliavin calculus and its application to second order parabolic differential equations: Part II
- Skew-Product Decomposition of Planar Brownian Motion and Complementability
- On martingale chaoses
- Causal predictability and weak solutions of the stochastic differential equations with driving semimartingales
- Non-extremal martingale with Brownian filtration
- Causal predictability between stochastic processes and filtrations
- Statistical causality, extremal measures and weak solutions of stochastic differential equations with driving semimartingales
- On nonlinear Markov processes in the sense of McKean
- Some aspects of statistical causality
- Predictability and uniqueness of weak solutions of the stochastic differential equations
- On the representation property for 1D general diffusion semimartingales
This page was built for publication: On extremal solutions of martingale problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3893053)
