On extremal solutions of martingale problems

DOI10.24033/asens.1378zbMath0447.60034OpenAlexW2363726708WikidataQ103057393 ScholiaQ103057393MaRDI QIDQ3893053

Marc Yor, Daniel W. Stroock

Publication date: 1980

Published in: Annales scientifiques de l'École normale supérieure (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=ASENS_1980_4_13_1_95_0

zbMATH Keywords

martingale problemlocal martingalesextremalityextreme points of convex sets of probability measures

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Generalizations of martingales (60G48) Inequalities and extremum problems involving convexity in convex geometry (52A40) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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