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On existence of progressively measurable modifications

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Publication:742983
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DOI10.1214/ECP.v18-2548zbMath1307.60032MaRDI QIDQ742983

Jan Seidler, Martin Ondreját

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)


zbMATH Keywords

stochastic processesprogressively measurable modification


Mathematics Subject Classification ID

General theory of stochastic processes (60G07)


Related Items (9)

Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ The characteristic function of Gaussian stochastic volatility models: an analytic expression ⋮ Existence of martingale solutions of stochastic differential inclusions of parabolic type in a Hilbert space ⋮ The martingale problem method revisited ⋮ Necessary stochastic maximum principle for dissipative systems on infinite time horizon ⋮ Measurable processes and the Feynman-Kac formula ⋮ On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces ⋮ Phase transition for the interchange and quantum Heisenberg models on the Hamming graph ⋮ Forward integration, convergence and non-adapted pointwise multipliers




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