论文标题
一个理想的类，用于构建偏度布朗运动方程的解决方案
An ideal class to construct solutions for skew Brownian motion equations
论文作者
论文摘要
本文有助于研究类$（σ）$的随机过程。首先，我们将上述类别的概念扩展到了càdlàgmartingales，其有限的变分部分被认为是càdlàg而不是连续的。因此，我们提出了一些特性，并提出了一种表征此类随机过程的方法。其次，我们研究了类$（σ）$的连续过程。更确切地说，我们得出了一系列新的表征结果。此外，我们使用类$（σ）$的连续随机过程构建偏斜运动方程的解决方案。
This paper contributes to the study of stochastic processes of the class $(Σ)$. First, we extend the notion of the above-mentioned class to càdlàg semi-martingales, whose finite variational part is considered càdlàg 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 $(Σ)$. 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 $(Σ)$.
