On Supermartingale Problems

  • Shigeo KusuokaEmail author
Part of the Advances in Mathematical Economics book series (MATHECON, volume 21)


In the present paper the author introduces a new notion, supermartingale problems, to describe a family of probability measures on path space, and shows some results on existence and stability.


Martingale problem Supermartingale Stochastic differential equation 


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© Springer Nature Singapore Pte Ltd. 2017

Authors and Affiliations

  1. 1.Graduate School of Mathematical SciencesThe University of TokyoMeguro-kuJapan

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