On the existence of semimartingales with continuous characteristics

DOI10.1080/17442508.2019.1657430zbMath1490.60074arXiv1902.03976OpenAlexW3099166674WikidataQ127283674 ScholiaQ127283674MaRDI QIDQ5086516

David Criens

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.03976

zbMATH Keywords

martingale problemLyapunov conditionlinear growth conditionexistence of semimartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) General theory of stochastic processes (60G07)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Calcul stochastique et problèmes de martingales
• Conservativeness and extensions of Feller semigroups
• Absolute continuity of semimartingales
• On the existence of universal functional solutions to classical SDE's
• Exponentially affine martingales, affine measure changes and exponential moments of affine processes
• On Weak Solutions of Stochastic Differential Equations II
• On non-explosion for the solution of a stochastic differential equation
• On the existence of weak solutions for stochastic differential equations with driving martingales and random measures
• Regularity of solutions of linear stochastic equations in hilbert spaces
• Existence of weak solutions for stochastic differential equations with driving semimartingales
• Some Measurability Results for Extrema of Random Functions Over Random Sets
• Foundations of Modern Probability
• On weak solutions of stochastic equations in Hilbert spaces
• Measure Theory
• Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs