ON THE UNIQUENESS OF THE MARTINGALE PROBLEM

DOI10.1142/S0129167X96000426zbMath0871.47032OpenAlexW2083675327MaRDI QIDQ2785296

Odimboleko Okitaloshima, Jan A. Van Casteren

Publication date: 8 April 1997

Published in: International Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0129167x96000426

zbMATH Keywords

maximum principlelinear operatorFeller semigroupmartingale problemwell-posedpseudo differential operatorsKorovkin propertyStone propertysecond countable locally compact Hausdorff space

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) Martingales and classical analysis (60G46) Initial value problems for PDEs with pseudodifferential operators (35S10)

Related Items (5)

The heat semigroup and Brownian motion on strip complexes ⋮ On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria ⋮ Some theorems on Feller processes: Transience, local times and ultracontractivity ⋮ Markov-modulated affine processes ⋮ The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels

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