A new technique for proving uniqueness for martingale problems
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Publication:3579541
zbMATH Open1203.60119arXiv0710.0860MaRDI QIDQ3579541FDOQ3579541
Authors: Richard F. Bass, Edwin Perkins 
Publication date: 9 August 2010
Abstract: A new technique for proving uniqueness of martingale problems is introduced. The method is illustrated in the context of elliptic diffusions in .
Full work available at URL: https://arxiv.org/abs/0710.0860
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- Viscosity methods giving uniqueness for martingale problems
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- Stability of densities for perturbed diffusions and Markov chains
- Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
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- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
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- On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise
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