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Row stochastic matrix, Doubly stochastic matrix, Matrix majorization, Weak matrix majorization, Left (right) multivariate majorization, Linear preserver.. AMS
Row stochastic matrix, Doubly stochastic matrix, Matrix majorization, Weak matrix majorization, Left (right) multivariate majorization, Linear preserver.. AMS
Eigenvalue, Majorization, Matrix absolute value, Matrix inequality, Matrix norm, Normal matrix, Positive semidefinite matrix, Singular value, Spread, Wielandt inequality.. AMS
Moreover, we show that the resulting stochastic integral satisfies a change of variable formula with a correction term that is an ordinary Itô integral with respect to a Brownian
Nualart: Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H in (0,1/2), preprint.. Victoir, Good Rough Path Sequences
Key words: semimartingales; Gaussian processes; stationary processes; moving averages; stochastic convolutions; non-canonical representations.. AMS 2000 Subject Classification:
We also define the corresponding notion of martingale, show that several standard examples of martingales (for example, sums or products of suitable inde- pendent random variables
The key point is to exploit the strong parallel between the new technique introduced by Bass and Perkins [2] to prove uniqueness of the martingale problem in the framework
