LIMIT OF SOLUTIONS OF A SPDE DRIVEN BY MARTINGALE MEASURE WITH REFLECTION
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- Type
- article
- Published
- 2003-10-01
- Cited by
- 0
- References
- 11
- Access
- Open access
- OpenAlex
- https://openalex.org/W65431418
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:56532549
Keywords
Mathematics, Martingale (probability theory), Doob's martingale inequality, Martingale difference sequence, Local martingale
References
- Long time existence for the wave equation with a noise term
- On the intersection local time of super brownian motion
- Long time existence for the heat equation with a noise term
- White noise driven quasilinear SPDEs with reflection
- Weak convergence of stochastic integrals driven by martingale measure
- Stochastic partial differential equations and filtering of diffusion processes
- Markov Processes: Characterization and Convergence
- Convergence in Incomplete Market Models
- CONVERGENCE OF PROBABILITY MEASURES
- White noise driven SPDEs with reflection
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