XLII: 14, 383-396, LNM 1978 (2009)
ÉMERY, Michel
Recognising whether a filtration is Brownian: a case study (
Theory of Brownian motion)
Keywords: Brownian filtrationNature: Original
XLIV: 04, 75-103, LNM 2046 (2012)
QIAN, Zhongmin;
YING, Jiangang
Martingale representations for diffusion processes and backward stochastic differential equations (
Dirichlet forms,
Backward Stochastic Differential Equation,
Theory of Hunt processes)
Keywords: Backward Stochastic Differential equations,
Dirichlet forms,
Hunt processes,
Martingales,
Natural filtration,
Non-linear equationsNature: Original
