Viscosity methods giving uniqueness for martingale problems

DOI10.1214/EJP.v20-3624zbMath1341.60030arXiv1406.6650MaRDI QIDQ2515934

Thomas G. Kurtz, Cristina Costantini

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.6650

zbMATH Keywords

boundary conditionsuniquenessviscosity solutionmetric spacemartingale problemjump-diffusion processes

Mathematics Subject Classification ID

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