A regularized Kellerer theorem in arbitrary dimension
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Publication:6508116
zbMatharXiv:2210.13847MaRDI QIDQ6508116
Walter Schachermayer, Benjamin A. Robinson, Gudmund Pammer
Publication date: 1 January 1
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Limit theorems in probability theory (60F99)
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