STRONG MARKOV CONTINUOUS LOCAL MARTINGALES AND SOLUTIONS OF ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL-EQUATIONS .2.

被引：12

作者：

ENGELBERT, HJ

SCHMIDT, W

机构：

来源：

关键词：

D O I：

10.1002/mana.19891440117

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：241 / 281

页数：41

共 16 条

[1] Arbib MA, 1965, Z WAHRSCHEINLICHKEIT, V4, P232, DOI 10.1007/BF00533754
[2] MEYERS THEOREM ON PREDICTABILITY
CHUNG, KL
WALSH, JB
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1974, 29 (03): : 253 - 256
[3] DUBINS LE, 1967, 5TH P BERK S MATH ST, P295
[4] ON MODIFICATIONS OF STOCHASTIC-PROCESSES
ENGELBERT, HJ
[J]. MATHEMATISCHE NACHRICHTEN, 1984, 116 : 251 - 267
[5] STOCHASTIC INTEGRALS OF CONTINUOUS LOCAL MARTINGALES .2.
ENGELBERT, HJ
HESS, J
[J]. MATHEMATISCHE NACHRICHTEN, 1981, 100 : 249 - 269
[6] STRONG MARKOV CONTINUOUS LOCAL MARTINGALES AND SOLUTIONS OF ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL-EQUATIONS .1.
ENGELBERT, HJ
SCHMIDT, W
[J]. MATHEMATISCHE NACHRICHTEN, 1989, 143 : 167 - 184
[7] ENGELBERT HJ, 1980, STOCHASTIC, V4, P121
[8] STUDY ON EXTREMAL SOLUTIONS AND INTEGRAL-REPRESENTATION OF SOLUTIONS FOR CERTAIN MARTINGALE PROBLEMS
JACOD, J
YOR, M
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1977, 38 (02): : 83 - 125
[9] CHANGES OF TIME, STOCHASTIC INTEGRALS, AND WEAK MARTINGALES
KAZAMAKI, N
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1972, 22 (01): : 25 - &
[10] LIPSTER PS, 1976, TEORIYA VEROYATNOSTE, V21, P718