Topology in the Skorokhod space and the existence of solutions of the martingale problem

DOI10.1007/BF00966183zbMath0659.60068MaRDI QIDQ1112448

Remigijus Mikulevičius

Publication date: 1985

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

existence theorem of the solution of a martingale problemSkorokhod topology extension

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Cites Work

• Unnamed Item
• Processus à accroissements indépendants: Une condition nécessaire et suffisante de convergence en loi
• Weak convergence of measures

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