The martingale problem method revisited
Publication:6165214
DOI10.1214/23-EJP902arXiv2108.11930OpenAlexW3193945975MaRDI QIDQ6165214
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Publication date: 4 July 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.11930
semimartingalesSkorokhod topologypath spacelimit theoremsmartingale problemstable convergenceVolterra equationsweak-strong convergencelocal uniform topologyfixed times of discontinuity
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Convergence of probability measures (60B10) Stochastic integral equations (60H20)
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