The submartingale problem for a class of degenerate elliptic operators

DOI10.1007/s00440-006-0047-9zbMath1136.60037arXivmath/0601027OpenAlexW2074128539MaRDI QIDQ2642926

Alexander Lavrentiev, Richard F. Bass

Publication date: 6 September 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601027

zbMATH Keywords

Bessel processLittlewood-PaleyStochastic differential equationsMartingale problemPerturbationDegenerate elliptic operatorsSpeed measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate elliptic equations (35J70) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes ⋮ Maximum Principles for Boundary-Degenerate Second Order Linear Elliptic Differential Operators

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