Invariant measures and evolution equations for Markov processes characterized via martingale problems

DOI10.1214/aop/1176989019zbMath0790.60062MaRDI QIDQ1317242

Abhay G. Bhatt, Rajeeva L. Karandikar

Publication date: 18 April 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989019

zbMATH Keywords

evolution equation; invariant measures; Markov process; martingale problems; well-posedness of the martingale problem

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60G44: Martingales with continuous parameter

60J35: Transition functions, generators and resolvents

60G05: Foundations of stochastic processes

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