The problem of the uniqueness of a martingale

zbMath0974.60060MaRDI QIDQ1595704

Nikolai S. Nadirashvili

Publication date: 13 February 2001

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Dirichlet problem; elliptic operator; martingale problem; measurable coefficients

Mathematics Subject Classification ID

35J25: Boundary value problems for second-order elliptic equations

60G44: Martingales with continuous parameter

60J60: Diffusion processes