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On the existence of semimartingales with continuous characteristics - MaRDI portal

On the existence of semimartingales with continuous characteristics (Q5086516)

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scientific article; zbMATH DE number 7553686
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English
On the existence of semimartingales with continuous characteristics
scientific article; zbMATH DE number 7553686

    Statements

    title
    On the existence of semimartingales with continuous characteristics (English)
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    author
    David Criens
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    published in
    Stochastics
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    publication date
    5 July 2022
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    zbMATH Keywords
    existence of semimartingales
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    Lyapunov condition
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    linear growth condition
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    martingale problem
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    Identifiers

    Mathematics Subject Classification ID
    60G07
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    60G48
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    60H10
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    zbMATH DE Number
    7553686
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    OpenAlex ID
    W3099166674
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    arXiv ID
    1902.03976
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    Wikidata QID
    Q127283674
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