Nonlocal elliptic equation in Hölder space and the martingale problem (Q2074462)

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scientific article; zbMATH DE number 7471762
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    Nonlocal elliptic equation in Hölder space and the martingale problem
    scientific article; zbMATH DE number 7471762

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      Nonlocal elliptic equation in Hölder space and the martingale problem (English)
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      10 February 2022
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      The authors study the well-posedness of a nonlocal elliptic equation with a singular drift, which they assume lies in a so-called Besov-Hölder space. As an application of their results, they establish existence and uniqueness of solution to the corresponding martingale problem, and show that the solution admits a density in a Besov space.
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      Lévy process
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      Besov space
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      martingale problem
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      Fokker Planck equation
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      nonlocal equation
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