Existence of solutions of the martingale problem on a manifold with boundary

DOI10.1007/BF00966581zbMath0453.60070MaRDI QIDQ1149186

Remigijus Mikulevičius

Publication date: 1981

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

manifold with boundary; martingale problem

Mathematics Subject Classification ID

60H25: Random operators and equations (aspects of stochastic analysis)

60G44: Martingales with continuous parameter

60J55: Local time and additive functionals

60J50: Boundary theory for Markov processes

Cites Work

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