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Martingale problems for switched processes |
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| Authors: | Jie‐Ming Wang |
| 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. |
| Keywords: | Martingale problem switched process weakly coupled operator 60B10 60G48 60J25 |