Weak Markov solutions of stochastic equations

DOI10.1007/BF01651111MaRDI QIDQ1256808zbMATH OpenFDO

Authors Svetlana Anulova, Henrikas Pragarauskas

Publication date 1978

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

zbMATH Keywords

Stochastic EquationsWeak Markov Solutions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• scientific article; zbMATH DE number 3755605 (Why is no real title available?)
• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• scientific article; zbMATH DE number 3272009 (Why is no real title available?)
• scientific article; zbMATH DE number 3340825 (Why is no real title available?)
• scientific article; zbMATH DE number 3342557 (Why is no real title available?)
• Markov processes associated with certain integro-differential operators

Cited in

(8)

• On the martingale problem associated with nondegenerate Lévy operators
• Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators
• On diffusion processes with drift in \(L_d\)
• On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\)
• On Krylov's estimates for optional semimartingales
• Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence
• Risk sensitive control of pure jump processes on a general state space
• On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators

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