scientific article; zbMATH DE number 4138872

MaRDI QIDQ3471276zbMATH OpenFDO

Authors H.-J. Engelbert, Wolfgang M. Schmidt

Publication date 1989

zbMATH Keywords

Itô equationmartingale problemsspeed measurestrong Markov local martingalesstrong Markov solutions

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

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Cited in

(4)

• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part II)
• Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces
• On a generalization of the theorem of p. levy
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)

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