Equivalence of stochastic equations and martingale problems Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive - Differential game - Document - PDFSEARCH.IO

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	Equivalence of stochastic equations and martingale problems Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Add to Reading List Document Date: 2010-07-03 15:20:47 Open Document File Size: 335,05 KB Share Result on Facebook Company dW (ϕi s) Rt Rt / / / Facility Statistics University of Wisconsin / / IndustryTerm given solution / complicated technology / / Organization National Science Foundation / University of Wisconsin / / Person Thomas G. Kurtz / / / Position Rt Rt / Rt / / URL http / SocialTag Martingale theory Stochastic processes Operator theory Game theory Martingale Wiener process Differential equation Spectral theory Method of characteristics Statistics

Equivalence of stochastic equations and martingale problems Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln DriveAdd to Reading List