Stochastic calculus and martingales on trees

DOI10.1016/j.anihpb.2004.03.002zbMath1077.60030OpenAlexW2030893968MaRDI QIDQ2485741

Jean Picard

Publication date: 5 August 2005

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2005__41_4_631_0

zbMATH Keywords

energyharmonic mapscoupling of diffusionmartingales with jumpssemimartingales on trees

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Generalizations of martingales (60G48) General theory of stochastic processes (60G07) Diffusion processes and stochastic analysis on manifolds (58J65) Harmonic maps, etc. (58E20)

Related Items (5)

Stochastic integral equations for Walsh semimartingales ⋮ Semimartingales on rays, Walsh diffusions, and related problems of control and stopping ⋮ Expectations and martingales in metric spaces ⋮ ELASTIC GRAPHS ⋮ Stationary distributions and convergence for Walsh diffusions

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