| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153046 | Statistics & Probability Letters | 2010 | 4 Pages |
Abstract
We show a martingale solution for operators of the form L11{t<Ï}+L21{tâ¥Ï}, where L1, L2 are second order differential operators and Ï is a stopping time. As applications, we study the existence of couplings.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Shun-Xiang Ouyang,