The martingale problem for a class of pseudo differential operators

DOI10.1007/BF01450479zbMath0805.47045MaRDI QIDQ1337544

Walter Hoh

Publication date: 9 November 1994

Published in: Mathematische Annalen (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/165245

zbMATH Keywords

anisotropic Sobolev spacemartingale problemnegative definite functionpseudo- differential operatorsgenerators of stochastic processes

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) One-parameter semigroups and linear evolution equations (47D06) Transition functions, generators and resolvents (60J35) Pseudodifferential operators (47G30)

Related Items (21)

On some generalizations of non-Archimedean pseudo-differential operators and their applications ⋮ On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators ⋮ The martingale problem for pseudo-differential operators on infinite-dimensional spaces ⋮ \(L^p\) estimates for degenerate non-local Kolmogorov operators ⋮ Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise ⋮ A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates ⋮ A remark on non-local operators with variable order ⋮ Coupling, spectral gap and related topics. II ⋮ Upper estimates of transition densities for stable-dominated semigroups ⋮ Epistemological and historical implications for elementary particle theories ⋮ Approximating a Feller semigroup by using the Yosida approximation of the symbol of its generator ⋮ Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators ⋮ Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients ⋮ The positive maximum principle on Lie groups ⋮ Hölder Continuity of Harmonic Functions with Respect to Operators of Variable Order ⋮ Meson-lepton interaction in the spinor strong interaction theory ⋮ Jump processes, \(\mathcal L\)-harmonic functions, continuity estimates and the Feller property ⋮ Pseudo-differential operators and Markov semigroups on compact Lie groups ⋮ Pseudodifferential operators with rough negative definite symbols ⋮ Approximation of stable-dominated semigroups ⋮ Systems of equations driven by stable processes

Cites Work

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• Pseudo-differential operators and Markov processes
• Uniqueness in law for pure jump Markov processes
• Further pseudodifferential operators generating Feller semigroups and Dirichlet forms
• Some commutator estimates for pseudo differential operators with negative definite functions as symbols
• A class of Feller semigroups generated by pseudodifferential operators
• Markov processes associated with certain integro-differential operators
• Stochastic processes and semigroups associated with degenerate lévy generating operators
• Lévy measure with generalized polar decomposition and the associated sde with jumps
• Feller semigroups, Dirichlet forms, and pseudo differential operators
• [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]

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