Representation of functions of Markov processes as solutions of stochastic equations

DOI10.1016/0022-0396(73)90047-8zbMath0245.60058OpenAlexW2005952830MaRDI QIDQ2555357

William J. Anderson, Boyarski, Abraham

Publication date: 1973

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(73)90047-8

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Transition functions, generators and resolvents (60J35)

Cites Work

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• Existence of unique quasi-diffusions
• On Square Integrable Martingales
• EXISTENCE OF DIFFUSIONS WITH CONTINUOUS COEFFICIENTS
• Local Behaviour of Solutions of Stochastic Integral Equations

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