تقرير
An ideal class to construct solutions for skew Brownian motion equations
| العنوان: | An ideal class to construct solutions for skew Brownian motion equations |
|---|---|
| المؤلفون: | Obiang, Fulgence Eyi, Moutsinga, Octave, Ouknine, Youssef |
| سنة النشر: | 2020 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60G07, 60G20, 60G46, 60G48 |
| الوصف: | This paper contributes to the study of stochastic processes of the class $(\Sigma)$. First, we extend the notion of the above-mentioned class to c\`adl\`ag semi-martingales, whose finite variational part is considered c\`adl\`ag instead of continuous. Thus, we present some properties and propose a method to characterize such stochastic processes. Second, we investigate continuous processes of the class $(\Sigma)$. More precisely, we derive a series of new characterization results. In addition, we construct solutions for skew Brownian motion equations using continuous stochastic processes of the class $(\Sigma)$. Comment: 17 pages |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2005.04030 |
| رقم الأكسشن: | edsarx.2005.04030 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |