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

DOI10.1214/20-EJP494WikidataQ124852509 ScholiaQ124852509MaRDI QIDQ2201509FDOQ2201509

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

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 (2)

• Title not available (Why is that?)
• On uniqueness of solutions to martingale problems --- counterexamples and sufficient criteria

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