A counterexample to a purported solution of a martingale problem
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Publication:4324724
DOI10.1080/02331888308802404zbMath0810.60068WikidataQ124808065 ScholiaQ124808065MaRDI QIDQ4324724
Publication date: 28 February 1995
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888308802404
martingale problem; Laplacian in an infinite two-dimensional wedge; obliquely reflected Brownian motion
60J25: Continuous-time Markov processes on general state spaces
60J65: Brownian motion
60J35: Transition functions, generators and resolvents
Cites Work