Weak Markov solutions of stochastic equations

DOI10.1007/BF01651111zbMATH Open0404.60065MaRDI QIDQ1256808FDOQ1256808

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

• Title not available (Why is that?)
• Markov processes associated with certain integro-differential operators
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Cited In (8)

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

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