On the martingale problem associated with nondegenerate Lévy operators
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Publication:1324867
DOI10.1007/BF00971435zbMath0797.60039OpenAlexW2012822853MaRDI QIDQ1324867
Remigijus Mikulevičius, H. Pragarauskas
Publication date: 19 July 1994
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00971435
Cauchy problemMarkov process\(L^ p\)-estimate for the distribution of a solution to the martingale problemLévy operators in Sobolev and Hölder spaces
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
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