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Weak Markov solutions of stochastic equations

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Publication:1256808
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DOI10.1007/BF01651111zbMath0404.60065MaRDI QIDQ1256808

H. Pragarauskas, Svetlana Anulova

Publication date: 1978

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


zbMATH Keywords

Stochastic EquationsWeak Markov Solutions


Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)


Related Items

On diffusion processes with drift in \(L_d\), Risk sensitive control of pure jump processes on a general state space, Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence, Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators, On Krylov's estimates for optional semimartingales, On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\), On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators, On the martingale problem associated with nondegenerate Lévy operators



Cites Work

  • Markov processes associated with certain integro-differential operators
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