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A supermartingale characterization of a set of stochastic integrals

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Literature cited

  1. J. L. Doob, Stochastic Processes, Wiley, New York (1953).

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  3. N. V. Krylov, Nonlinear Elliptic Second-Order Parabolic Equations [in Russian], Nauka, Moscow (1985).

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  4. N. V. Krylov, “The G-convergence of elliptic operators in nondivergence form,” Mat. Zametki,37, No. 4, 522–527 (1985).

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  5. N. V. Krylov, “The selection of a Markov process from a Markov system of processes, and the construction of quasidiffusion processes,” Izv. Akad. Nauk SSSR, Ser. Mat.,37, No. 3, 691–708 (1973).

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Authors and Affiliations

  1. Moscow State University, USSR

    N. V. Krylov

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  1. N. V. Krylov
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 41, No. 6, pp. 757–762, June, 1989.

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Krylov, N.V. A supermartingale characterization of a set of stochastic integrals. Ukr Math J 41, 650–654 (1989). https://doi.org/10.1007/BF01060562

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  • DOI: https://doi.org/10.1007/BF01060562

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