On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria

DOI10.1214/20-EJP494MaRDI QIDQ2201509zbMATH OpenWikidataFDO

Authors Jan Kallsen, Paul Krühner

Publication date 29 September 2020

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.02998, https://projecteuclid.org/euclid.ejp/1597284033

zbMATH Keywords

pseudo-differential operatorMarkov processuniquenessmartingale problemsymboljump processespolynomial process

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Pseudodifferential operators (47G30)

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Cited in

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