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On extremal solutions of martingale problems. (English) Zbl 0447.60034

MSC:
60G44 Martingales with continuous parameter
60J25 Continuous-time Markov processes on general state spaces
60H05 Stochastic integrals
52A40 Inequalities and extremum problems involving convexity in convex geometry
60G48 Generalizations of martingales
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References:
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