Existence and Uniqueness Results for Time-Inhomogeneous Time-Change Equations and Fokker–Planck Equations-Reference-Cited by-同舟云学术

Existence and Uniqueness Results for Time-Inhomogeneous Time-Change Equations and Fokker–Planck Equations

Published:2019-12-05 Issue:1 Volume:34 Page:173-205
ISSN:0894-9840
Container-title:Journal of Theoretical Probability
language:en
Short-container-title:J Theor Probab

Author:

Döring Leif,Gonon Lukas,Prömel David J.^ORCID,Reichmann Oleg

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10959-019-00969-y.pdf

Reference27 articles.

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3. Bentata, A., Cont, R: Mimicking the marginal distributions of a semimartingale, Preprint arXiv:0910.3992, pp. 1–36 (2009)

4. Bhatt, Abhay G., Karandikar, Rajeeva L.: Invariant measures and evolution equations for Markov processes characterized via martingale problems. Ann. Probab. 21(4), 2246–2268 (1993)

5. Bhatt, Abhay G., Karandikar, Rajeeva L.: Martingale problems and path properties of solutions. Sankhyā Indian J. Stat (2003–2007) 65(4), 733–743 (2003)

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