Weak Existence and Uniqueness

Theorem (Rei-W ‘88, Tay-W ‘93)

There is a SRBM starting

from each point in iff

is completely-S. In this case, each

such SRBM is unique in law and

these laws define a continuous

strong Markov process.

Defn: R is completely-S iff for

each principal submatrix of R

there is

W

R

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