On extremal solutions of martingale problems
نویسندگان
چکیده
منابع مشابه
Martingale Problems and Path Properties of Solutions
Existence and uniqueness of solutions of martingale problems, not only in the class of r.c.l.l. or continuous process, but also in the class of progressively measurable processes has become important. In this article we give several examples which show that existence or uniqueness in any one class need not imply the same in another class. We also give an example of a well-posed martingale probl...
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ژورنال
عنوان ژورنال: Annales scientifiques de l'École normale supérieure
سال: 1980
ISSN: 0012-9593,1873-2151
DOI: 10.24033/asens.1378