EuDML | Browse

Skip to main content (access key 's'), Skip to navigation (access key 'n'), Accessibility information (access key '0')

Subjects
60-XX Probability theory and stochastic processes
60Gxx Stochastic processes
60G44 Martingales with continuous parameter

Items

All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Page 1

Displaying 1 – 6 of 6

Weak compactness in the space $H^{1}$ of martingales

Nicolae Dinculeanu (1985)

Séminaire de probabilités de Strasbourg

Weak convergence to Ocone martingales: a remark.

Peccati, Giovanni (2004)

Electronic Communications in Probability [electronic only]

Weak inequalities for exit times and analytic functions

D. Burkholder (1979)

Banach Center Publications

Weak solutions for a simple hyperbolic system.

Lyne, Owen D., Williams, David (2001)

Electronic Journal of Probability [electronic only]

Weak solutions of stochastic differential inclusions and their compactness

Mariusz Michta (2009)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper, we consider weak solutions to stochastic inclusions driven by a semimartingale and a martingale problem formulated for such inclusions. Using this we analyze compactness of the set of solutions. The paper extends some earlier results known for stochastic differential inclusions driven by a diffusion process.

Weighted norm inequalities for martingales

Masataka Izumisawa, T. Sekiguchi (1979)

Séminaire de probabilités de Strasbourg

Currently displaying 1 – 6 of 6

Page 1