Relative densities of semimartingales

DOI10.1007/BF01425501zbMath0281.60053OpenAlexW1985967282MaRDI QIDQ1843267

Hans Föllmer, Hélène Airault

Publication date: 1974

Published in: Inventiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/142314

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Foundations of stochastic processes (60G05)

Related Items (9)

Unnamed Item ⋮ Unnamed Item ⋮ On infinitesimal generators of sublinear Markov semigroups ⋮ Default and information ⋮ Supermartingales as Radon-Nikodym densities and related measure extensions ⋮ Schauder estimates for Poisson equations associated with non-local Feller generators ⋮ Optional supermartingales and the andersen-jessen theorem ⋮ Nonhomogeneous Markov processes ⋮ Brownian motion, exit times and stochastic Riemannian geometry

Cites Work

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• [https://portal.mardi4nfdi.de/wiki/Publication:5549440 Existence du processus croissant naturel associ� � un potentiel de la classe (D)]
• Feine Topologie am Martinrand eines Standardprozesses
• The exit measure of a supermartingale

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