The martingale problem for a class of stable-like processes

DOI10.1016/j.spa.2008.06.003zbMath1163.60323arXiv0709.3082OpenAlexW2033984399MaRDI QIDQ1016609

Richard F. Bass, Huili Tang

Publication date: 6 May 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.3082

zbMATH Keywords

stochastic differential equationHarnack inequalityPoisson point processmartingale problemjump processsymmetric stable processstable-like processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

Related Items

On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators ⋮ Perturbation by non-local operators ⋮ Coupling by reflection and Hölder regularity for non-local operators of variable order ⋮ Heat kernel for non-local operators with variable order ⋮ Meyers inequality and strong stability for stable-like operators ⋮ Upper functions for sample paths of Lévy(-type) processes ⋮ Occupation times for stable-like processes ⋮ Regularity of harmonic functions for a class of singular stable-like processes ⋮ Uniqueness in law for stable-like processes of variable order ⋮ Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs ⋮ Regularity results for stable-like operators ⋮ Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients ⋮ The Dirichlet problem for stable-like operators and related probabilistic representations ⋮ Quenched invariance principle for long range random walks in balanced random environments ⋮ Martingale problems for switched processes ⋮ The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels ⋮ Anisotropic fractional diffusion tensor imaging

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