A stochastic integral representation for random evolutions
type: Item
instance of: scholarly article
title: A stochastic integral representation for random evolutions
zbMATH Open document ID: 0568.60065
author: Joseph C. Watkins
published in: The Annals of Probability
publication date: 1985-01-01T00:00:00Z
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 3907502
zbMATH Keywords: martingale problem
zbMATH Keywords: quadratic variation process
zbMATH Keywords: random evolutions
zbMATH Keywords: existence and uniqueness
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176993007
OpenAlex ID: W1971830959
DOI: 10.1214/AOP/1176993007
description: scientific article; zbMATH DE number 3907502