The existence of solutions of a martingale problem
type: Item
instance of: scholarly article
title: The existence of solutions of a martingale problem
zbMATH Open document ID: 0405.60050
DOI: 10.1007/BF00972278
published in: Lithuanian Mathematical Journal
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 3629974
zbMATH Keywords: Diffusion Process
zbMATH Keywords: Stochastic Differential Equations
zbMATH Keywords: Martingale Problem
author: R. Mikulevicius
MaRDI profile type: Publication
cites work: Brownian motions on a half line
cites work: Markov processes associated with certain integro-differential operators
cites work: Q4051343
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cites work: On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
cites work: On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II
cites work: On the existence of solutions of stochastic differential equations with boundary conditions
cites work: Diffusion processes with boundary conditions
cites work: Q4113188
description: scientific article; zbMATH DE number 3629974