On martingale problems and Feller processes

DOI10.1214/18-EJP142zbMath1390.60278arXiv1706.04132MaRDI QIDQ1748916

Franziska Kühn

Publication date: 15 May 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.04132

zbMATH Keywords

stochastic differential equationunbounded coefficientsmartingale problemFeller processstable-like process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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