A supermartingale characterization of a set of stochastic integrals

DOI10.1007/BF01060562zbMath0716.60046MaRDI QIDQ753267

Nicolai V. Krylov

Publication date: 1989

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

diffusion processescharacterisation of semimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items (1)

Optimal arbitrage under model uncertainty

Cites Work

• G-convergence of elliptic operators in nondivergence form
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