A supermartingale characterization of a set of stochastic integrals

DOI10.1007/BF01060562MaRDI QIDQ4734571zbMATH OpenFDO

Authors N. V. Krylov

Publication date 1989

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

zbMATH Keywords

diffusion processescharacterisation of semimartingale

Mathematics Subject Classification ID

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

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