证明鞅问题唯一性的一种新技术
概率论
2007-10-04 v1
摘要
介绍了一种证明鞅问题唯一性的新技术。该方法在 Rd 中椭圆扩散的背景下进行了说明。
引用
@article{arxiv.0710.0860,
title = {A new technique for proving uniqueness for martingale problems},
author = {Richard F. Bass and Edwin A. Perkins},
journal= {arXiv preprint arXiv:0710.0860},
year = {2007}
}
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