Equivalence of Stochastic Equations and Martingale Problems
From MaRDI portal
Publication:3015680
DOI10.1007/978-3-642-15358-7_6zbMath1236.60073OpenAlexW2142677819MaRDI QIDQ3015680
Publication date: 13 July 2011
Published in: Stochastic Analysis 2010 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-15358-7_6
Continuous-time Markov processes on general state spaces (60J25) Stochastic integral equations (60H20)
Related Items (58)
Limit theorems for Markovian Hawkes processes with a large initial intensity ⋮ \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes ⋮ Local Skorokhod topology on the space of cadlag processes ⋮ Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise ⋮ Kac's process with hard potentials and a moderate angular singularity ⋮ Multifractality of jump diffusion processes ⋮ Sub-Markovian \(C _{0}\)-semigroups generated by fractional Laplacian with gradient perturbation ⋮ A class of Lévy driven SDEs and their explicit invariant measures ⋮ Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors ⋮ Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes ⋮ Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes ⋮ General selection models: Bernstein duality and minimal ancestral structures ⋮ Regularity of semigroups for SDEs driven by Lévy noises with one-sided Lipschitz continuous drift ⋮ Feynman-Kac theorem in random environments and partial integro-differential equations ⋮ Singular SDEs with critical non-local and non-symmetric Lévy type generator ⋮ Stochastic Cucker-Smale flocking dynamics of jump-type ⋮ Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients ⋮ Upper functions for sample paths of Lévy(-type) processes ⋮ Successful couplings for a class of stochastic differential equations driven by Lévy processes ⋮ Moran model with simultaneous strong and weak selections: convergence towards a \(\Lambda\)-Wright-Fisher SDE ⋮ Moran models and Wright–Fisher diffusions with selection and mutation in a one-sided random environment ⋮ Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations ⋮ On the mean‐field limit for the consensus‐based optimization ⋮ The entropy production of stationary diffusions ⋮ Homogenization of non-symmetric jump processes ⋮ Stochastic equations, flows and measure-valued processes ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ On mean-field super-Brownian motions ⋮ Foreign exchange options on Heston-CIR model under Lévy process framework ⋮ Superposition principle for the Fokker-Planck-Kolmogorov equations with unbounded coefficients ⋮ Superposition principle for non-local Fokker-Planck-Kolmogorov operators ⋮ Multifractal properties of sample paths of ground state-transformed jump processes ⋮ Unnamed Item ⋮ Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity ⋮ Weak well-posedness of multidimensional stable driven SDEs in the critical case ⋮ Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates ⋮ Non-explosivity of stochastically modeled reaction networks that are complex balanced ⋮ On martingale problems and Feller processes ⋮ Locally Feller processes and martingale local problems ⋮ Jump-diffusion processes in random environments ⋮ Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises ⋮ On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations ⋮ Hölder continuity of the solutions to a class of SPDE's arising from branching particle systems in a random environment ⋮ Uniqueness of stable processes with drift ⋮ Stochastic Bäcklund Transformations ⋮ Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs ⋮ Skeletal stochastic differential equations for continuous-state branching processes ⋮ Interacting diffusions on positive definite matrices ⋮ The spatial Lambda-Fleming-Viot process with fluctuating selection ⋮ Limit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networks ⋮ A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations ⋮ The Enskog process for hard and soft potentials ⋮ The Dirichlet problem for stable-like operators and related probabilistic representations ⋮ Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes ⋮ Nonlocal elliptic equation in Hölder space and the martingale problem ⋮ Genealogical constructions of population models ⋮ Feller generators with measurable lower order terms ⋮ High-dimensional scaling limits of piecewise deterministic sampling algorithms
This page was built for publication: Equivalence of Stochastic Equations and Martingale Problems