On uniqueness of solutions to martingale problems — counterexamples and sufficient criteria

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Fachzeitschrift	Electronic Journal of Probability
Jahrgang	25
DOIs	https://doi.org/10.1214/20-ejp494
Publikationsstatus	Veröffentlicht - 2020
Extern publiziert	Ja

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title = "On uniqueness of solutions to martingale problems — counterexamples and sufficient criteria",

author = "Jan Kallsen and Paul Kr{\"u}hner",

year = "2020",

doi = "10.1214/20-ejp494",

language = "English",

volume = "25",

journal = "Electronic Journal of Probability",

issn = "1083-6489",

publisher = "Institute of Mathematical Statistics",

}

TY - JOUR

T1 - On uniqueness of solutions to martingale problems — counterexamples and sufficient criteria

AU - Kallsen, Jan

AU - Krühner, Paul

PY - 2020

Y1 - 2020

UR - https://projecteuclid.org/download/pdfview_1/euclid.ejp/1597284033

U2 - 10.1214/20-ejp494

DO - 10.1214/20-ejp494

M3 - Journal article

SN - 1083-6489

VL - 25

JO - Electronic Journal of Probability

JF - Electronic Journal of Probability

ER -