The martingale problem for a class of stable-like processes

DOI10.1016/j.spa.2008.06.003zbMath1163.60323arXiv0709.3082OpenAlexW2033984399MaRDI QIDQ1016609

Richard F. Bass, Huili Tang

Publication date: 6 May 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.3082

zbMATH Keywords

stochastic differential equationHarnack inequalityPoisson point processmartingale problemjump processsymmetric stable processstable-like processes

Mathematics Subject Classification ID

Related Items (17)

On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators ⋮ Perturbation by non-local operators ⋮ Coupling by reflection and Hölder regularity for non-local operators of variable order ⋮ Heat kernel for non-local operators with variable order ⋮ Meyers inequality and strong stability for stable-like operators ⋮ Upper functions for sample paths of Lévy(-type) processes ⋮ Occupation times for stable-like processes ⋮ Regularity of harmonic functions for a class of singular stable-like processes ⋮ Uniqueness in law for stable-like processes of variable order ⋮ Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs ⋮ Regularity results for stable-like operators ⋮ Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients ⋮ The Dirichlet problem for stable-like operators and related probabilistic representations ⋮ Quenched invariance principle for long range random walks in balanced random environments ⋮ Martingale problems for switched processes ⋮ The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels ⋮ Anisotropic fractional diffusion tensor imaging

Cites Work

• Calcul stochastique et problèmes de martingales
• On the martingale problem for generators of stable processes with perturbations
• Symmetric jump processes: localization, heat kernels and convergence
• Occupation time densities for stable-like processes and other pure jump Markov processes
• Uniqueness in law for pure jump Markov processes
• Harnack inequality for some classes of Markov processes
• Harnack inequalities for jump processes
• Degenerate stochastic differential equations and super-Markov chains
• Heat kernel estimates for stable-like processes on \(d\)-sets.
• Non-local Dirichlet forms and symmetric jump processes
• Harnack inequalities for non-local operators of variable order
• Hölder Continuity of Harmonic Functions with Respect to Operators of Variable Order
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