Functional equations for the stochastic exponential

DOI10.1142/s0219493723500417arXiv2112.14189MaRDI QIDQ6060953

Besik Chikvinidze, Michael Mania, Revaz Tevzadze

Publication date: 30 November 2023

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.14189

zbMATH Keywords

Brownian motionmartingalesfunctional equationsstochastic exponentialnon-anticipative functionals

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46) Functional equations (educational aspects) (97I70)

Cites Work

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• Calcul stochastique et problèmes de martingales
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• The overdeterminedness of a class of functional equations
• On Cauchy's Functional Equation
• On almost additive functions
• On the functional equation f(x+y) =f(x) +f(y)

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