Meyer, P. A. Construction of solutions of “structure equations”. (Construction de solutions d’“équations de structure”.) (French) Zbl 0739.60050 Séminaire de probabilités XXIII, Lect. Notes Math. 1372, 142-145 (1989). [For the entire collection see Zbl 0722.00030.]The notion of structure equations was introduced by M. Emery, who studied martingales satisfying the equation \[ d[X,X]_ t=dt+\beta X_{t-}dX_ t. \] In this note the author proves the existence of martingales, which satisfy the structure equation \[ d[X,X]_ t=dt+f(X_{t-})dX_ t, \] where \(f\) is an arbitrary continuous function. Reviewer: Sh.A.Ayupov (Tashkent) Cited in 5 Documents MSC: 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 46L51 Noncommutative measure and integration 46L53 Noncommutative probability and statistics 46L54 Free probability and free operator algebras Keywords:structure equations; martingales; existence of martingales Citations:Zbl 0722.00030 PDFBibTeX XMLCite \textit{P. A. Meyer}, Lect. Notes Math. None, 142--145 (1989; Zbl 0739.60050) Full Text: Numdam EuDML