scientific article; zbMATH DE number 4199171

MaRDI QIDQ3350397zbMATH OpenFDO

Authors Thomas G. Kurtz

Publication date 1990

zbMATH Keywords

boundary conditionsexistence and uniqueness of the martingale problems

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44)

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Cited in

(10)

• Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients
• Averaging for slow–fast piecewise deterministic Markov processes with an attractive boundary
• A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
• The martingale problem method revisited
• Existence and uniqueness of reflecting diffusions in cusps
• Near critical catalyst reactant branching processes with controlled immigration
• Markov selection for constrained martingale problems
• Optimal dividend problem: asymptotic analysis
• On singular control problems, the time-stretching method, and the weak-M1 topology
• Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains

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