Open AccessInvariant Measures and Evolution Equations for Markov Processes Characterized Via Martingale Problems
Author(s) -
Abhay G. Bhatt,
Rajeeva L. Karandikar
Publication year - 1993
Publication title -
annals of probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.184
H-Index - 98
eISSN - 2168-894X
pISSN - 0091-1798
DOI - 10.1214/aop/1176989019
Subject(s) - mathematics , martingale (probability theory) , doob's martingale inequality , local martingale , markov chain , uniqueness , markov process , separable space , martingale difference sequence , invariant measure , pure mathematics , markov property , mathematical analysis , markov model , ergodic theory , statistics