Jump to ContentJump to Main Navigation

You are looking at 1-3 of 3 items

  • Keywords: martingale problem x
Clear All Modify Search

View:

The Martingale Problem

Gopinath Kallianpur and P. Sundar

in Stochastic Analysis and Diffusion Processes

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199657063
eISBN:
9780191781759
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199657063.003.0007
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

The martingale problem due to Stroock and Varadhan provides another way to define a solution of a stochastic differential equation. It is a concept that is unique to stochastic differential equation ... More


Stochastic Analysis and Diffusion Processes

Gopinath Kallianpur and P Sundar

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199657063
eISBN:
9780191781759
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199657063.001.0001
Subject:
Mathematics, Probability / Statistics, Applied Mathematics

Starting with the construction of stochastic processes, the book introduces Brownian motion and martingales. After proving the Doob-Meyer decomposition, quadratic variation processes and local ... More


Degenerate Diffusion Operators Arising in Population Biology (AM-185)

Charles L. Epstein and Rafe Mazzeo

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691157122
eISBN:
9781400846108
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691157122.001.0001
Subject:
Mathematics, Probability / Statistics

This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as ... More


View: