A stochastic integral representation for random evolutions

DOI10.1214/aop/1176993007zbMath0568.60065OpenAlexW1971830959MaRDI QIDQ1060491

Joseph C. Watkins

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993007

zbMATH Keywords

existence and uniquenessmartingale problemrandom evolutionsquadratic variation process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (4)

The birth of random evolutions ⋮ Unnamed Item ⋮ Limiting representation of continuous semi-Markov random evolutions in the series scheme ⋮ Convergence of random bounded linear operators in the Skorokhod space

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