On the uniqueness of the martingale problem

DOI10.1142/S0129167X96000426MaRDI QIDQ2785296zbMATH OpenOpenAlexFDO

Authors Odimboleko Okitaloshima, J. Van Casteren

Publication date 8 April 1997

Published in International Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0129167x96000426

zbMATH Keywords

Feller semigroupKorovkin propertylinear operatormartingale problemmaximum principlepseudo differential operatorssecond countable locally compact Hausdorff spaceStone propertywell-posed

Mathematics Subject Classification ID

Initial value problems for PDEs with pseudodifferential operators (35S10) One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) Martingales and classical analysis (60G46) Continuous-time Markov processes on general state spaces (60J25)

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(13)

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• Some theorems on Feller processes: transience, local times and ultracontractivity
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