On uniqueness of solutions of the martingale problem

DOI10.1007/BF00972232zbMATH Open0411.60062MaRDI QIDQ1259367FDOQ1259367

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

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• Diffusion processes with boundary conditions
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• Markov processes associated with certain integro-differential operators
• A Class of Singular Integrals
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
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• 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)

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

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