The martingale problem for a class of stable-like processes (Q1016609): Difference between revisions
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Revision as of 13:04, 20 February 2024
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| English | The martingale problem for a class of stable-like processes |
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The martingale problem for a class of stable-like processes (English)
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6 May 2009
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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.
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martingale problem
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stable-like processes
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symmetric stable process
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stochastic differential equation
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jump process
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Poisson point process
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Harnack inequality
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