✦ LIBER ✦

On characterisation of Markov processes via martingale problems

✍ Scribed by Bhatt, Abhay G. ;Karandikar, Rajeeva L. ;Rao, B. V.

Book ID: 105624860
Publisher: Springer-Verlag
Year: 2006
Tongue: English
Weight: 162 KB
Volume: 116
Category: Article
ISSN: 0370-0089
DOI: 10.1007/bf02829741

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Homogeneous Continuous Markov Process

On Homogeneous Continuous Markov Processes that are Martingales

✍ Skorokhod, A. V. 📂 Article 📅 1963 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 771 KB

Convergence of Markov chains to solution

Convergence of Markov chains to solution of martingale problem

✍ R. Morkvenas 📂 Article 📅 1974 🏛 Springer 🌐 English ⚖ 350 KB

Excursions of Markov processes: An appro

Excursions of Markov processes: An approach via Markov additive processes

✍ H. Kaspi 📂 Article 📅 1983 🏛 Springer 🌐 English ⚖ 745 KB

A mini-tutorial on measure-valued Markov

A mini-tutorial on measure-valued Markov processes and nonlinear martingale problems—As a reply to McCauley's comment

✍ T.D. Frank 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 213 KB

One goal of this mini-tutorial is to provide an introduction into the theory of measure-valued Markov processes and nonlinear martingales defined by strongly nonlinear Fokker-Planck equations and to discuss the physical relevance of the associated processes. Another goal is to reply to McCauley's co

Analysis and Filtration of Special Discr

Analysis and Filtration of Special Discrete-Time Markov Processes. I. Martingale Representation

✍ A. V. Borisov; G. B. Miller 📂 Article 📅 2005 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 146 KB

On Martingale Approximation of Adapted P

On Martingale Approximation of Adapted Processes

✍ Hervé Queffélec, Dalibor Volný 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 474 KB