On uniqueness of solutions of the martingale problem

DOI10.1007/BF00972232zbMath0411.60062MaRDI QIDQ1259367

Remigijus Mikulevičius

Publication date: 1978

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

zbMATH Keywords

uniqueness of solutionsmartingale problem

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Semimartingales with values in \(R^m_+\) ⋮ Boundary approximation for sticky jump-reflected processes on the half-line ⋮ Existence and uniqueness of solutions of the martingale problem on branched manifolds ⋮ On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary

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• On the existence of solutions of stochastic differential equations with boundary conditions
• On the uniqueness of solutions of stochastic differential equations with boundary conditions
• Diffusion processes with boundary conditions
• A Class of Singular Integrals

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