Equivalence of Stochastic Equations and Martingale Problems

Author:

Kurtz Thomas G.

Publisher

Springer Berlin Heidelberg

Reference12 articles.

1. Stroock, D.W., Varadhan, S.R.S.: In: Proceedings of the sixth berkeley symposium on mathematical statistics and probability, vol. III, pp. 333–359. University of California, Berkeley, California (1970/1971). Probability theory, University of California Press, Berkeley, California (1972)

2. Ethier, S.N., Kurtz, T.G.: Markov processes: characterization and convergence. Wiley series in probability and mathematical statistics: probability and mathematical statistics. Wiley, New York (1986)

3. Kurtz, T.G.: Electron. J. Probab. 3(9), 29 (electronic) (1998)

4. Stroock, D.W., Varadhan, S.R.S.: Multidimensional diffusion processes, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 233. Springer, Berlin (1979)

5. Kurtz, T.G., Nappo, G.: The filtered martingale problem (2009). To appear in Handbook

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