On the martingale problem associated with nondegenerate Lévy operators (Q1324867)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the martingale problem associated with nondegenerate Lévy operators |
scientific article |
Statements
On the martingale problem associated with nondegenerate Lévy operators (English)
0 references
19 July 1994
0 references
We improve the results of \textit{D. W. Stroock} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 32, 209-244 (1975; Zbl 0292.60122)] and \textit{T. Komatsu} [Osaka J. Math. 21, 113-132 (1984; Zbl 0535.60063)] by using a somewhat different method to derive the \(L^ p\)-estimate for the distribution of a solution to the martingale problem. For this purpose we use a priori estimates of a solution to the Cauchy problem for nondegenerate Lévy operators in Sobolev and Hölder spaces given by the authors [Lith. Math. J. 32, No. 2, 238-264 (1992) and Liet. Mat. Rink. 32, No. 2, 299-331 (1992; Zbl 0795.45007)] and some properties of the Green measure of the corresponding Markov process.
0 references
\(L^ p\)-estimate for the distribution of a solution to the martingale problem
0 references
Cauchy problem
0 references
Lévy operators in Sobolev and Hölder spaces
0 references
Markov process
0 references
0 references