Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs
DOI10.1016/j.spa.2015.09.017zbMath1334.60068arXiv1208.1665OpenAlexW2187711493MaRDI QIDQ5962605
Peter Imkeller, Niklas Willrich
Publication date: 15 February 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.1665
weak solutionstochastic differential equationsMarkov processmartingale problempseudo-differential operatorSkorokhod spaceFeller processLévy-type processnon-local operatorstable-like process
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stable stochastic processes (60G52) Martingales and classical analysis (60G46) Pseudodifferential operators (47G30)
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