Stochastic Integrals of Continuous Local Martingales, II
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Publication:3918828
DOI10.1002/mana.19811000115zbMath0466.60047OpenAlexW2147509120MaRDI QIDQ3918828
Hans-Jürgen Engelbert, Juliane Hess
Publication date: 1981
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19811000115
Gaussian processes (60G15) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
Related Items (11)
On solutions of stochastic differential equations with drift ⋮ Construction of local solutions to sde's with singular drift ⋮ On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition ⋮ Skew brownian motion and a one dimensional stochastic differential equation ⋮ Pathwise uniqueness for a degenerate stochastic differential equation ⋮ On solutions of one-dimensional stochastic differential equations without drift ⋮ Integral representation with respect to stopped continuous local martingales ⋮ A canonical setting and separating times for continuous local martingales ⋮ On driftless one-dimensional sdes with time-dependent diffusion coefficients ⋮ On the predictable representation property of martingales associated with Lévy processes ⋮ A Note on One-Dimensional Stochastic Equations
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