How do I check if an address belongs to my wallet using bitcoinJ?
you could check thepubkey hash in the transaction outputs

this code for exemple check if an adresse belonging to your wallet is in the output

    Address to= null;
        boolean tome= false;
        //from = tx.getInputs().get(0).getFromAddress();
        to=tx.getOutputs().get(0).getScriptPubKey().getToAddress(Constants.NETWORK_PARAMETERS);
tome= w.isPubKeyHashMine(from.getHash160());
        return tome;