Stochastic calculus and martingales on trees

DOI10.1016/J.ANIHPB.2004.03.002zbMATH Open1077.60030OpenAlexW2030893968MaRDI QIDQ2485741FDOQ2485741

Authors: Jean Picard 

Publication date: 5 August 2005

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2005__41_4_631_0

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zbMATH Keywords

energyharmonic mapscoupling of diffusionmartingales with jumpssemimartingales on trees

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Harmonic maps, etc. (58E20) Semigroups of nonlinear operators (47H20) Diffusion processes and stochastic analysis on manifolds (58J65) General theory of stochastic processes (60G07)

Cited In (13)

• Title not available (Why is that?)
• Stochastic processes on ends of tree and Dirichlet forms
• Title not available (Why is that?)
• Stochastic integral equations for Walsh semimartingales
• Connecting Yule process, bisection and binary search tree via martingales
• Semimartingales on rays, Walsh diffusions, and related problems of control and stopping
• Decomposition and convergence for tree martingales
• On harmonic functions on trees
• Discrete Malliavin calculus and computations of Greeks in the binomial tree
• Expectations and martingales in metric spaces
• Trees and asymptotic expansions for fractional stochastic differential equations
• Elastic graphs
• Stationary distributions and convergence for Walsh diffusions

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