Topic: Weak Solutions and the Martingale Problem

Yamada-Watanabe: Weak Existence and Pathwise Uniqueness

Why the Tanaka Equation Has No Strong Solution

Weak Solutions and Their Probability Spaces

Weak Construction of the Tanaka Equation

Uniqueness in Law from a Well-Posed Martingale Problem

The Stroock-Varadhan Martingale Problem

Stopped Martingale Problems on Exit Domains

Laws of Weak Solutions and Uniqueness in Law

From Martingale Problems to Weak SDEs

From Weak SDEs to Martingale Problems