'Moment problem' solution of local martingale problem
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F02%3A00003786" target="_blank" >RIV/00216208:11320/02:00003786 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
'Moment problem' solution of local martingale problem
Original language description
The martingale problem is studied from the point of view of moment problem. Using these techniques we can find existence of solution of the martingale problem and hence the existence of weak solution of the corresponding SDE.
Czech name
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Czech description
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Classification
Type
V<sub>x</sub> - Unclassified - Research report containing classified information
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F00%2F1149" target="_blank" >GA201/00/1149: Stochastic models of phase transitions in large interacting systems</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Number of pages
8
Place of publication
Praha
Publisher/client name
KPMS MFF UK
Version
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