A supermartingale characterization of a set of stochastic integrals

DOI10.1007/BF01060562zbMATH Open0684.60036MaRDI QIDQ4734571FDOQ4734571

Authors: N. V. Krylov 

Publication date: 1989

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

diffusion processescharacterisation of semimartingale

Mathematics Subject Classification ID

Diffusion processes (60J60) Martingales with continuous parameter (60G44)

Cited In (8)

• A supermartingale characterization of sets of stochastic integrals and applications
• Canonical supermartingale couplings
• Title not available (Why is that?)
• Title not available (Why is that?)
• On representations of the set of supermartingale measures and applications in continuous time
• A representation for supermartingales
• On diffusion approximation with discountinuous coefficients.
• Some related problems of SVO supermartingales.

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