2 papers
math.PR2020
Stochastic Integrals and Two Filtrations
Rajeeva L. Karandikar, B. V. Rao
In the definition of the stochastic integral, apart from the integrand and the integrator, there is an underlying filtration that plays a role. Thus, it is natural to ask: {\it Doe…
math.PR2006
On characterisation of Markov processes via martingale problems
Abhay G Bhatt, Rajeeva L Karandikar, B V Rao
It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability funct…