Locally Feller processes and martingale local problems
DOI10.1016/j.spa.2020.11.003zbMath1466.60148arXiv1706.04880OpenAlexW3108134998MaRDI QIDQ1994912
Mihai Gradinaru, Tristan Haugomat
Publication date: 18 February 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.04880
generatorsSkorokhod topologylocalisationFeller processesmartingale problemweak convergence of probability measures
Continuous-time Markov processes on general state spaces (60J25) Markov semigroups and applications to diffusion processes (47D07) Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Transition functions, generators and resolvents (60J35)
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