A new technique for proving uniqueness for martingale problems

MaRDI QIDQ3579541zbMATH OpenFDO

Authors Richard F. Bass, Edwin Perkins

Publication date 9 August 2010

Full work available at URL https://arxiv.org/abs/0710.0860, http://smf4.emath.fr/en/Publications/Asterisque/2009/327/html/smf_ast_327_47-53.php

zbMATH Keywords

elliptic operatorsuniquenessdiffusionsmartingale problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: A new technique for proving uniqueness of martingale problems is introduced. The method is illustrated in the context of elliptic diffusions in $R^d$.

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