33 citations · 208 across the 32 of their papers we have counts for
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math.PR2019★ 11 cited
The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations
Richard C. Kraaij
We study the Hamilton-Jacobi equation f - lambda Hf = h, where H f = e^{-f}Ae^f and where A is an operator that corresponds to a well-posed martingale problem. We identify an opera…
math.PR2019★ 1 cited
Strict continuity of the transition semigroup for the solution of a well-posed martingale problem
Richard C. Kraaij
In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continu…