On existence of progressively measurable modifications
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Publication:742983
DOI10.1214/ECP.v18-2548zbMath1307.60032MaRDI QIDQ742983
Publication date: 22 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
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Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ The characteristic function of Gaussian stochastic volatility models: an analytic expression ⋮ Existence of martingale solutions of stochastic differential inclusions of parabolic type in a Hilbert space ⋮ The martingale problem method revisited ⋮ Necessary stochastic maximum principle for dissipative systems on infinite time horizon ⋮ Measurable processes and the Feynman-Kac formula ⋮ On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces ⋮ Phase transition for the interchange and quantum Heisenberg models on the Hamming graph ⋮ Forward integration, convergence and non-adapted pointwise multipliers
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