scientific article; zbMATH DE number 4036866

MaRDI QIDQ3776337zbMATH OpenFDO

Authors Junli Zheng, Xiaogu Zheng

Publication date 1987

zbMATH Keywords

martingale problemexistence of non-homogeneous Q-processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Cited in

(6)

• \(q\)-optimal martingale measures for discrete time models
• A martingale approach for Pólya urn processes
• Solutions of a class of nonlinear master equations
• On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
• Nonlinear master equation of multitype particle systems
• Multi-dimensional Q-processes

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