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

DOI10.1515/ROSE.1994.2.3.277zbMATH Open0839.60043OpenAlexW2141580366MaRDI QIDQ4861933FDOQ4861933

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

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zbMATH Keywords

martingale problemsexistence and uniqueness of the solutionstochastic integral equation in a separable Banach spaceweak convergence of semi-Markov random evolutions

Mathematics Subject Classification ID

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

Cited In (7)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
• A stochastic integral representation for random evolutions
• Limit theorems for stationary random evolutions
• A central limit problem in random evolutions

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