Lyapunov criteria for the Feller-Dynkin property of martingale problems

DOI10.1016/j.spa.2019.07.016zbMath1434.60192arXiv1810.07102OpenAlexW2966415206WikidataQ127397510 ScholiaQ127397510MaRDI QIDQ2309582

David Criens

Publication date: 1 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.07102

zbMATH Keywords

Lyapunov functionmartingale problemswitching diffusions\( C_b\)-Feller processFeller-Dynkin process

Mathematics Subject Classification ID

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

Related Items (1)

On the Feller-Dynkin and the martingale property of one-dimensional diffusions

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