Functional equations and martingales

DOI10.1007/s00010-021-00807-9zbMath1494.60047arXiv1912.06299OpenAlexW3164381667MaRDI QIDQ2118164

L. Tikanadze, Michael Mania

Publication date: 22 March 2022

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

Full work available at URL: https://arxiv.org/abs/1912.06299

zbMATH Keywords

martingalesfunctional equationsBrownian martingales

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)

Cites Work

• Remarks on the Cauchy functional equation and variations of it
• On functions transforming a Wiener process into a semimartingale
• A probabilistic note on the Cauchy functional equation
• On a functional equation of Abel
• A probabilistic method of solving Lobachevsky's functional equation
• Semimartingale Functions of a Class of Diffusion Processes
• The state of the second part of Hilbert’s fifth problem
• Semimartingales and Markov processes
• Generalized Ito's formula and additive functionals of Brownian motion
• On the functional equation f(x+y) =f(x) +f(y)
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