Martingale Property in Terms of Semimartingale Problems

arXiv1605.08804MaRDI QIDQ6274041

David Criens, Kathrin Glau

Publication date: 27 May 2016

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G48: Generalizations of martingales

60G44: Martingales with continuous parameter