Literature Cited
P. Courrege and P. Priouret, Recollement de Processus de Markov, Publ. Inst. Stat. Univ. Paris, Vol. 14 (1965), p. 275.
K. Dellasheri, Capacity and Stochastic Processes [Russian translation], Mir, Moscow (1975).
B. Grigelionis, “On representations of integral stochastic measures as stochastic integrals with respect to Poisson measure,” Liet. Mat. Rinkinys,11, nNo. 1, 93–108 (1971).
B. Grigelionis, “On relative compactness of sets of probability measures in D[O, ∞) (χ),” Liet. Mat. Rinkinys,13, No. 4, 83–96 (1973).
R. Mikulevicius, “On the existence and uniqueness of solutions of the martingale problem on a manifold with boundary,” Liet. Mat. Rinkinys,20, No. 1, 99 (1980).
N. V. Krylov, “On the isolation of a Markov process from a Markovian system of processes and the construction of quasidiffusion processes,” Izv. Akad. Nauk SSSR, Ser. Mat.,37, No. 3, 691–708 (1973).
Additional information
Institute of Mathematics and Cybernetics, Academy of Sciences of the Lithuanian SSR. Translated from Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 20, No. 2, pp. 95–108, April–June, 1980.
Rights and permissions
About this article
Cite this article
Mikuleviĉius, R. Existence of solutions of the martingale problem on a manifold with boundary. Lith Math J 20, 134–143 (1980). https://doi.org/10.1007/BF00966581
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF00966581