On existence of progressively measurable modifications

DOI10.1214/ECP.V18-2548zbMATH Open1307.60032MaRDI QIDQ742983FDOQ742983

Jan Seidler, Martin Ondreját

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

stochastic processesprogressively measurable modification

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

Cited In (10)

• Necessary stochastic maximum principle for dissipative systems on infinite time horizon
• On Measurable Modification of Stochastic Functions
• Phase transition for the interchange and quantum Heisenberg models on the Hamming graph
• Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
• Measurable processes and the Feynman-Kac formula
• On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces
• The characteristic function of Gaussian stochastic volatility models: an analytic expression
• Forward integration, convergence and non-adapted pointwise multipliers
• Existence of martingale solutions of stochastic differential inclusions of parabolic type in a Hilbert space
• The martingale problem method revisited

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