On uniqueness of solutions of the martingale problem

DOI10.1007/BF00972232MaRDI QIDQ1259367zbMATH OpenFDO

Authors R. Mikulevicius

Publication date 1978

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

zbMATH Keywords

uniqueness of solutionsmartingale problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Martingales with continuous parameter (60G44)

Cites work

• scientific article; zbMATH DE number 3592713 (Why is no real title available?)
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• scientific article; zbMATH DE number 3365669 (Why is no real title available?)
• scientific article; zbMATH DE number 3379923 (Why is no real title available?)
• A Class of Singular Integrals
• Diffusion processes with boundary conditions
• Markov processes associated with certain integro-differential operators
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II
• On the existence of solutions of stochastic differential equations with boundary conditions
• On the uniqueness of solutions of stochastic differential equations with boundary conditions

Cited in

(4)

• Semimartingales with values in \(R^m_+\)
• Existence and uniqueness of solutions of the martingale problem on branched manifolds
• On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary
• Boundary approximation for sticky jump-reflected processes on the half-line

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