Martingale problems for switched processes

Jie Ming Wang

doi:10.1002/mana.201200252

Martingale problems for switched processes

Jie Ming Wang^*

^*此作品的通讯作者

数学学院

科研成果: 期刊稿件 › 文章 › 同行评审

6 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	1186-1201
页数	16
期刊	Mathematische Nachrichten
卷	287
期	10
DOI	https://doi.org/10.1002/mana.201200252
出版状态	已出版 - 7月 2014

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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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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.",

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Martingale problems for switched processes

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