Nonuniqueness in the martingale problem and the Dirichlet problem for uniformly elliptic operators
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Normal martingales and polynomial families
H. Hammouch (2004)
Annales Polonici Mathematici
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
Mariusz Michta (1996)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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
Michel Émery (1983)
Séminaire de probabilités de Strasbourg
Nouveaux résultats sur le grossissement des tribus
T. Jeulin, M. Yor (1978)
Annales scientifiques de l'École Normale Supérieure
Currently displaying 1 – 5 of 5
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