Green measures of Ito processes

DOI10.1007/BF00966262zbMath0656.60053MaRDI QIDQ1110189

Remigijus Mikulevičius, H. Pragarauskas

Publication date: 1987

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

zbMATH Keywords

Green measuresset of positive measureIto processes

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30)

Related Items

On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators

Cites Work

• Calcul stochastique et problèmes de martingales
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