Invariant measures and evolution equations for Markov processes characterized via martingale problems

DOI10.1214/aop/1176989019zbMath0790.60062OpenAlexW2083815946MaRDI QIDQ1317242

Abhay G. Bhatt, Rajeeva L. Karandikar

Publication date: 18 April 1994

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989019

zbMATH Keywords

evolution equationinvariant measuresMarkov processmartingale problemswell-posedness of the martingale problem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35) Foundations of stochastic processes (60G05)

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