Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part II)

DOI10.1002/mana.19891440117zbMath0731.60052OpenAlexW4233654813WikidataQ126263784 ScholiaQ126263784MaRDI QIDQ3357212

Hans-Jürgen Engelbert, Wolfgang M. Schmidt

Publication date: 1989

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19891440117

zbMATH Keywords

additive functionalsrandom time changestrong Markov continuous local martingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Ordinary differential equations and systems with randomness (34F05)

Related Items (6)

On exponential local martingales associated with strong Markov continuous local martingales ⋮ Strong solutions to stochastic differential equations with rough coefficients ⋮ On solutions of stochastic differential equations with drift ⋮ Extension of a stochastic Gronwall lemma ⋮ A canonical setting and separating times for continuous local martingales ⋮ Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients

Cites Work

• Integral representation with respect to stopped continuous local martingales

This page was built for publication: Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part II)