Publication:3468400

zbMath0693.60049MaRDI QIDQ3468400

Jiagu Xu, Y. Wang

Publication date: 1988

zbMATH Keywords

stopping time; martingale; random time change; existence of weak solutions of functional stochastic differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G40: Stopping times; optimal stopping problems; gambling theory

60G44: Martingales with continuous parameter