Markov solutions of stochastic differential equations

DOI10.1007/BF00535013zbMATH Open0349.60063OpenAlexW2019349130MaRDI QIDQ4119906FDOQ4119906

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

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

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Cited In (5)

• Semimartingales and Markov processes
• Differential equations with boundary conditions perturbed by a Poisson noise.
• Stochastic integrators
• Differentiability of quadratic BSDEs generated by continuous martingales
• Stochastic integrators with stationary independent increments

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