On Weak Compactness of Continuous Semi-Martingales

DOI10.1137/1124007zbMath0432.60061OpenAlexW2047847687MaRDI QIDQ3870088

M. P. Ershov

Publication date: 1979

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1124007

zbMATH Keywords

stochastic differential equationweak compactnesssemi-martingaleslocal semi-martingles

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)

Related Items (4)

On the extremality of measure extensions ⋮ Stochastic equations and krylov's estimates for semimartingales ⋮ On sufficient conditions for nonexplosion of solutions to stochastic differential equations ⋮ A remark on infinitesimal absolute continuity of martingale measurest^†

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