The martingale problem for a class of stable-like processes

DOI10.1016/j.spa.2008.06.003zbMath1163.60323arXiv0709.3082MaRDI 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 equation; Harnack inequality; Poisson point process; martingale problem; jump process; symmetric stable process; stable-like processes

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G52: Stable stochastic processes

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