The existence of solutions of a martingale problem

DOI10.1007/BF00972278zbMath0405.60050MaRDI QIDQ1257292

Remigijus Mikulevičius

Publication date: 1978

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

zbMATH Keywords

Diffusion ProcessStochastic Differential EquationsMartingale Problem

Mathematics Subject Classification ID

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

Related Items (1)

Boundary approximation for sticky jump-reflected processes on the half-line

Cites Work

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• Markov processes associated with certain integro-differential operators
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II
• On the existence of solutions of stochastic differential equations with boundary conditions
• Brownian motions on a half line
• Diffusion processes with boundary conditions

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