期刊名称:Sankhya. Series A, mathematical statistics and probability
印刷版ISSN:0976-836X
电子版ISSN:0976-8378
出版年度:2003
卷号:65
期号:04
出版社:Indian Statistical Institute
摘要:Existence and uniqueness of solutions to martingale problems, not only in the class of r.c.l.l. or continuous process, but also in the class of progressively measurable processes has become important. In this article we give several examples which show that existence or uniqueness in any one class need not imply the same in another class. We also give an example of a well-posed martingale problem where the operator is not a core for the generator of the corresponding Markov process.