Decomposition of supermartingales: The uniqueness theorem
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Cited in
(23)- On quadratic variation of martingales
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- A stochastic equation for predicting tensile fractures in ductile polymer solids
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- Stochastic Processes in the Decades after 1950
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- A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales
- The Jacod-Yor theorem for sigma martingales and the second fundamental
- Stochastic multisymplectic PDEs and their structure-preserving numerical methods
- Memories of Professor Hiroshi Kunita
- Equivalence of Markov Processes
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