On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator (Q1897888)

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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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