Markov solutions of stochastic differential equations

DOI10.1007/BF00535013zbMath0349.60063OpenAlexW2019349130MaRDI QIDQ4119906

Philip E. 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

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

Related Items

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

Cites Work

• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Right-continuous solutions of systems of stochastic integral equations
• Séminaire de probabilités. V. Université de Strasbourg
• Systemes de Levy des processus de Markov
• On the existence and unicity of solutions of stochastic integral equations
• On Square Integrable Martingales
• Changes of time, stochastic integrals, and weak martingales
• Markov additive processes. I
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