On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator (Q1897888)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator |
scientific article |
Statements
On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator (English)
0 references
18 September 1995
0 references
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.
0 references
uniqueness in law of a martingale problem
0 references
Lévy measure
0 references
0 references
0 references
