The martingale problem for a class of stable-like processes
| dc.creator | Bass, Richard F. | |
| dc.creator | Tang, Huili | |
| dc.date | 2007-09-19 | |
| dc.date.accessioned | 2026-07-07T08:30:54Z | |
| dc.date.available | 2026-07-07T08:30:54Z | |
| dc.description | Let $α\in (0,2)$ and consider the operator $$L f(x) =\int [f(x+h)-f(x)-1_{(|h|\leq 1)} \nabla f(x)\cdot h] \frac{A(x,h)}{|h|^{d+α}} dh, $$ where the $\nabla f(x)\cdot h$ term is omitted if $α<1$. We consider the martingale problem corresponding to the operator $L$ and under mild conditions on the function $A$ prove that there exists a unique solution. | |
| dc.identifier | https://arxiv.org/abs/0709.3082 | |
| dc.identifier | http://arxiv.org/abs/0709.3082 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/138361 | |
| dc.subject | Probability | |
| dc.subject | 60J75 | |
| dc.title | The martingale problem for a class of stable-like processes | |
| dc.type | text |