Nonlocal elliptic equation in Hölder space and the martingale problem (Q2074462)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlocal elliptic equation in Hölder space and the martingale problem |
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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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