Locally Feller processes and martingale local problems

DOI10.1016/j.spa.2020.11.003zbMath1466.60148arXiv1706.04880OpenAlexW3108134998MaRDI QIDQ1994912

Mihai Gradinaru, Tristan Haugomat

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.04880

zbMATH Keywords

generatorsSkorokhod topologylocalisationFeller processesmartingale problemweak convergence of probability measures

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov semigroups and applications to diffusion processes (47D07) Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Transition functions, generators and resolvents (60J35)

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