Some remarkable martingales
Daniel W. Stroock, Marc Yor (1981)
Séminaire de probabilités de Strasbourg
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Daniel W. Stroock, Marc Yor (1981)
Séminaire de probabilités de Strasbourg
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Martin Ondreját (2005)
Czechoslovak Mathematical Journal
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The paper deals with three issues. First we show a sufficient condition for a cylindrical local martingale to be a stochastic integral with respect to a cylindrical Wiener process. Secondly, we state an infinite dimensional version of the martingale problem of Stroock and Varadhan, and finally we apply the results to show that a weak existence plus uniqueness in law for deterministic initial conditions for an abstract stochastic evolution equation in a Banach space implies the strong...
Hiroshi Kaneko, Shintaro Nakao (1988)
Séminaire de probabilités de Strasbourg
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Samia Beghdadi-Sakrani, Michel Émery (1999)
Séminaire de probabilités de Strasbourg
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Michel Émery, Walter Schachermayer (2001)
Séminaire de probabilités de Strasbourg
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Walter Schachermayer (1999)
Séminaire de probabilités de Strasbourg
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Kurtz, Thomas G. (2007)
Electronic Journal of Probability [electronic only]
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Koichiro Takaoka (1997)
Séminaire de probabilités de Strasbourg
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