Feng, Jin - In: Stochastic Processes and their Applications 81 (1999) 2, pp. 165-216
The martingale problems provide a powerful tool for characterizing Markov processes, especially in addressing convergence issues. For each n, let metric space E-valued process Xn be a solution of the martingale problems (i.e.is a martingale), the convergence of in some sense usually implies the...