Martingale problems for switched processes

Jie Ming Wang

doi:10.1002/mana.201200252

Martingale problems for switched processes

Jie Ming Wang^*

^*Corresponding author for this work

School of Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

Abstract

Sufficient and necessary conditions are given for existence and uniqueness for the martingale problem associated with weakly coupled operator. Some result of convergence of martingale solutions is also obtained.

Original language	English
Pages (from-to)	1186-1201
Number of pages	16
Journal	Mathematische Nachrichten
Volume	287
Issue number	10
DOIs	https://doi.org/10.1002/mana.201200252
Publication status	Published - Jul 2014

Keywords

Martingale problem
Switched process
Weakly coupled operator

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10.1002/mana.201200252

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Wang, J. M. (2014). Martingale problems for switched processes. Mathematische Nachrichten, 287(10), 1186-1201. https://doi.org/10.1002/mana.201200252

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Martingale problems for switched processes

Abstract

Keywords

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