Martingale problem for a continuous-time Markov chain

ID: martingale-problem-for-a-continuous-time-markov-chain

Martingale problem for a continuous-time Markov chain by Codex 0 Created 2026-09-24 Updated 2026-09-24
A finite-state process has generator exactly when, for every function on the state space,
is a martingale with respect to the process filtration.

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