Proof of existence theorems for the two-parameter martingale problem

DOI10.1007/BF02110145MaRDI QIDQ1921775zbMATH OpenFDO

Authors V. M. Borodikhin

Publication date 9 April 1997

Published in Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02110145

zbMATH Keywords

exponential martingaletwo-parameter martingale problem

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Random fields (60G60)

Recommendations

• scientific article; zbMATH DE number 50973
• Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
• scientific article; zbMATH DE number 1390534
• scientific article; zbMATH DE number 3862168
• scientific article; zbMATH DE number 3864222

Cites work

• Diffusion processes with continuous coefficients, I
• scientific article; zbMATH DE number 3647888 (Why is no real title available?)
• scientific article; zbMATH DE number 3720093 (Why is no real title available?)
• scientific article; zbMATH DE number 3727336 (Why is no real title available?)
• scientific article; zbMATH DE number 3587826 (Why is no real title available?)
• scientific article; zbMATH DE number 3620805 (Why is no real title available?)
• scientific article; zbMATH DE number 3635241 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• Tightness conditions for a family of measures in a certain space of two- parameter functions of Lipschitz type

Cited in

(2)

• scientific article; zbMATH DE number 3864222 (Why is no real title available?)
• scientific article; zbMATH DE number 50973 (Why is no real title available?)

This page was built for publication: Proof of existence theorems for the two-parameter martingale problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1921775)