Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)-Reference-Cited by-同舟云学术

Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part I)

Published:1989 Issue:1 Volume:143 Page:167-184
ISSN:0025-584X
Container-title:Mathematische Nachrichten
language:de
Short-container-title:Math. Nachr.

Author:

Engelbert H. J.,Schmidt W.

Publisher

Wiley

Subject

General Mathematics

Reference27 articles.

1. and , Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures. Seminar on Stochastic Processes (1981) 159–242, Progress in Probability and Statistics Vol. 1, Birkhäuser 1981

2. Semimartingales and Markov processes

3. Capacités et processus stochastiques. Springer-Verlag 1972

4. et , Probabilités et potentiel, Chapitres I à IV. Hermann, Paris 1975

5. [Russian Text Ignored.] 1963

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