Nonuniqueness in the martingale problem and the Dirichlet problem for uniformly elliptic operators
Normal martingales and polynomial families
Wiener and compensated Poisson processes, as normal martingales, are associated to classical sequences of polynomials, namely Hermite polynomials for the first one and Charlier polynomials for the second. The problem studied in this paper is to find if there exist other normal martingales which are associated to classical sequences of polynomials. Privault, Solé and Vives [5] solved this problem via the quantum Kabanov formula under some assumptions on the normal martingales considered. We solve...
Note on the selection properties of set-valued semimartingales
Set-valued semimartingales are introduced as an extension of the notion of single-valued semimartingales. For such multivalued processes their semimartingale selection properties are investigated.
Note sur l'exposé précédent
Nouveaux résultats sur le grossissement des tribus