Bhat, Abhay G.; Karandikar, Rajeeva L.; Rao, B. V. On characterisation of Markov processes via martingale problems. (English) Zbl 1100.60042 Proc. Indian Acad. Sci., Math. Sci. 116, No. 1, 83-96 (2006). Reviewer: René L. Schilling (Marburg) MSC: 60J25 60G44 60J35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lucic, Vladimir M.; Heunis, Andrew J. On uniqueness of solutions for the stochastic differential equations of nonlinear filtering. (English) Zbl 1017.60048 Ann. Appl. Probab. 11, No. 1, 182-209 (2001). Reviewer: Kenneth S.Miller (Rye Brook, N.Y.) MSC: 60G35 60G44 × Cite Format Result Cite Review PDF Full Text: DOI