A supermartingale characterization of a set of stochastic integrals
type: Item
instance of: scholarly article
title: A supermartingale characterization of a set of stochastic integrals
zbMATH Open document ID: 0716.60046
DOI: 10.1007/BF01060562
published in: Ukrainian Mathematical Journal
publication date: 1989-01-01T00:00:00Z
review text: See the review in Zbl 0684.60036.
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4180433
zbMATH Keywords: characterisation of semimartingale
zbMATH Keywords: diffusion processes
author: N. V. Krylov
MaRDI profile type: Publication
cites work: Q3862204
cites work: Q3712656
cites work: G-convergence of elliptic operators in nondivergence form
description: scientific article; zbMATH DE number 4180433