On a stochastic integral equation with respect to a weak martingale

DOI10.2748/tmj/1178241233zbMath0302.60036OpenAlexW2075409111MaRDI QIDQ1215981

Norihiko Kazamaki

Publication date: 1974

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1178241233

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (7)

Stochastic Processes in the Decades after 1950 ⋮ An abstract nonlinear stochastic integral equation ⋮ On the existence and unicity of solutions of stochastic integral equations ⋮ Some remarks on weak martingales ⋮ Right-continuous solutions of systems of stochastic integral equations ⋮ Weak and strong solutions of stochastic differential equations ⋮ The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck

Cites Work

• On the existence of solutions of martingale integral equations
• Changes of time, stochastic integrals, and weak martingales
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