The martingale problem and stochastic integral equations in a Banach space for limit semi-Markov random evolutions I

DOI10.1515/ROSE.1994.2.3.277MaRDI QIDQ4861933zbMATH OpenOpenAlexFDO

Authors Anatoliy Swishchuk

Publication date 16 June 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1994.2.3.277

zbMATH Keywords

existence and uniqueness of the solutionmartingale problemsstochastic integral equation in a separable Banach spaceweak convergence of semi-Markov random evolutions

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov renewal processes, semi-Markov processes (60K15)

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