On the martingale problem

DOI10.1070/RM1982V037N06ABEH004031zbMath0536.60063OpenAlexW2052964430MaRDI QIDQ3321189

Remigijus Mikulevičius

Publication date: 1982

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1982v037n06abeh004031

zbMATH Keywords

weak convergenceMarkov propertymartingale problemintegro-differential operatormanifold with branches

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

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