Article ID Journal Published Year Pages File Type
10527302 Stochastic Processes and their Applications 2016 21 Pages PDF
Abstract
In this paper, we first use PDE techniques and probabilistic methods to identify a kind of quasi-continuous random variables. Then we give a characterization of the G-integrable processes and get a kind of quasi-continuous processes by Krylov's estimates. This result is useful for the development of G-stochastic analysis theory. Moreover, it also provides a tool for the study of the non-Markovian Itô processes.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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