Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527302 | Stochastic Processes and their Applications | 2016 | 21 Pages |
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
Mingshang Hu, Falei Wang, Guoqiang Zheng,