Proof of existence theorems for the two-parameter martingale problem

DOI10.1007/BF02110145zbMath0859.60042MaRDI QIDQ1921775

V. M. Borodikhin

Publication date: 9 April 1997

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

zbMATH Keywords

exponential martingaletwo-parameter martingale problem

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44)

Cites Work

• Tightness conditions for a family of measures in a certain space of two- parameter functions of Lipschitz type
• Diffusion processes with continuous coefficients, I
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