On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator (Q1897888): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator |
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On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator (English)
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18 September 1995
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The authors prove the uniqueness in law of a martingale problem associated with a degenerate Lévy operator. It is assumed that the coefficients of the problem are Lipschitz, and that the Lévy measure satisfies a certain structural condition. Both probabilistic and differential equation theory methods are used.
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uniqueness in law of a martingale problem
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Lévy measure
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