Lyapunov criteria for the Feller–Dynkin property of martingale problems-Reference-Cited by-同舟云学术

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Lyapunov criteria for the Feller–Dynkin property of martingale problems

Published:2020-05 Issue:5 Volume:130 Page:2693-2736
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Criens David

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference41 articles.

1. Continuous-Time Markov Chains: An Applications-Oriented Approach;Anderson,2012

2. Behavior of diffusion semi-groups at infinity;Azencott;Bull. Soc. Math. Fr.,1974

3. Optimal control of random evolutions;Bensoussan;Stochastics,1981

4. Convergence of Probability Measures;Billingsley,1999

5. Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties;Böttcher,2014

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Markov selections and Feller properties of nonlinear diffusions;Stochastic Processes and their Applications;2024-07

2. On the Feller–Dynkin and the martingale property of one-dimensional diffusions;Electronic Communications in Probability;2023-01-01

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