The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary (Q1102036)
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scientific article; zbMATH DE number 4048779
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary |
scientific article; zbMATH DE number 4048779 |
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The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary (English)
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1988
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Solving certain martingale problems the author constructs a class of continuous processes satisfying Wentzell's boundary conditions in the case of possibly completely degenerated generators. Time change and weak compactness arguments are used. As an example, a system of particles with an interaction in the sojourn term is constructed by a limiting procedure.
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martingale problems
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Wentzell's boundary conditions
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completely degenerated generators
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Time change
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weak compactness
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0.8817238
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0.8713219
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0.87083656
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0.86971956
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0.86540186
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0.8648578
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