Markov solutions of stochastic differential equations

DOI10.1007/BF00535013MaRDI QIDQ4119906zbMATH OpenOpenAlexFDO

Authors Philip Protter

Publication date 1977

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00535013

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Cites work

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Cited in

(6)

• Differential equations with boundary conditions perturbed by a Poisson noise.
• Differentiability of quadratic BSDEs generated by continuous martingales
• Stochastic integrators
• Semimartingales and Markov processes
• Stochastic integrators with stationary independent increments
• Existence of invariant probability measures for stochastic differential equations with finite time delay

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