A new proof of Kellerer’s theorem
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Publication:4921825
DOI10.1051/ps/2011164zbMath1277.60041OpenAlexW1989924369MaRDI QIDQ4921825
Francis Hirsch, Bernard Roynette
Publication date: 14 May 2013
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2011164
Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Initial value problems for second-order parabolic equations (35K15)
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