The martingale problem for a class of stable-like processes (Q1016609): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0709.3082 / rank | |||
Normal rank |
Revision as of 19:42, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The martingale problem for a class of stable-like processes |
scientific article |
Statements
The martingale problem for a class of stable-like processes (English)
0 references
6 May 2009
0 references
The authors study stable-like pure jump processes, i.e., whose jump intensity kernel is compatible (in some sense) to that of one (or more) stable processes. The novelty here is the proof of uniqueness of the associated martingale problem under general hypotheses.
0 references
martingale problem
0 references
stable-like processes
0 references
symmetric stable process
0 references
stochastic differential equation
0 references
jump process
0 references
Poisson point process
0 references
Harnack inequality
0 references