The existence of solutions of a martingale problem

DOI10.1007/BF00972278MaRDI QIDQ1257292zbMATH OpenFDO

Authors R. Mikulevicius

Publication date 1978

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00972278

zbMATH Keywords

Diffusion ProcessMartingale ProblemStochastic Differential Equations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• Brownian motions on a half line
• Diffusion processes with boundary conditions
• scientific article; zbMATH DE number 3466273 (Why is no real title available?)
• scientific article; zbMATH DE number 3537018 (Why is no real title available?)
• scientific article; zbMATH DE number 3379923 (Why is no real title available?)
• Markov processes associated with certain integro-differential operators
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
• On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II
• On the existence of solutions of stochastic differential equations with boundary conditions

Cited in

(1)

• Boundary approximation for sticky jump-reflected processes on the half-line

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