On the martingale problem associated with nondegenerate Lévy operators (Q1324867): Difference between revisions

We improve the results of \textit{D. W. Stroock} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 32, 209-244 (1975; Zbl 0292.60122)] and \textit{T. Komatsu} [Osaka J. Math. 21, 113-132 (1984; Zbl 0535.60063)] by using a somewhat different method to derive the \(L^ p\)-estimate for the distribution of a solution to the martingale problem. For this purpose we use a priori estimates of a solution to the Cauchy problem for nondegenerate Lévy operators in Sobolev and Hölder spaces given by the authors [Lith. Math. J. 32, No. 2, 238-264 (1992) and Liet. Mat. Rink. 32, No. 2, 299-331 (1992; Zbl 0795.45007)] and some properties of the Green measure of the corresponding Markov process.