A supermartingale characterization of a set of stochastic integrals

DOI10.1007/BF01060562zbMATH Open0716.60046MaRDI QIDQ753267FDOQ753267

Authors: N. 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

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• G-convergence of elliptic operators in nondivergence form

Cited In (5)

• Optimal arbitrage under model uncertainty
• Canonical supermartingale couplings
• Title not available (Why is that?)
• On representations of the set of supermartingale measures and applications in continuous time
• A representation for supermartingales

This page was built for publication: A supermartingale characterization of a set of stochastic integrals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q753267)