The martingale problem for a class of stable-like processes
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Publication:1016609
DOI10.1016/j.spa.2008.06.003zbMath1163.60323arXiv0709.3082MaRDI QIDQ1016609
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
stochastic differential equation; Harnack inequality; Poisson point process; martingale problem; jump process; symmetric stable process; stable-like processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G52: Stable stochastic processes
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