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A supermartingale characterization of a set of stochastic integrals - MaRDI portal

A supermartingale characterization of a set of stochastic integrals

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Publication:4734571

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DOI10.1007/BF01060562zbMath0684.60036MaRDI QIDQ4734571

Nicolai V. Krylov

Publication date: 1989

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

zbMATH Keywords

diffusion processes characterisation of semimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items (1)

On diffusion approximation with discountinuous coefficients.

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