On the martingale problem associated with nondegenerate Lévy operators

DOI10.1007/BF00971435zbMath0797.60039MaRDI QIDQ1324867

H. Pragarauskas, Remigijus Mikulevičius

Publication date: 19 July 1994

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Cauchy problem; Markov process; \(L^ p\)-estimate for the distribution of a solution to the martingale problem; Lévy operators in Sobolev and Hölder spaces

Mathematics Subject Classification ID

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

60G44: Martingales with continuous parameter

60J60: Diffusion processes

Related Items

On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes, On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator, On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem, On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem

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