Uniqueness for the martingale problem associated with pure jump processes of variable order
| dc.creator | Tang, Huili | |
| dc.date | 2007-12-26 | |
| dc.date | 2008-06-22 | |
| dc.date.accessioned | 2026-07-07T09:45:42Z | |
| dc.date.available | 2026-07-07T09:45:42Z | |
| dc.description | Let $L$ be the operator defined on $C^2$ functions by $$L f(x)=\int[f(x+h)-f(x)-1_{(|h|\leq 1)}\nabla f(x)\cdot h]\frac{n(x,h)}{|h|^{d+α(x)}}dh.$$ This is an operator of variable order and the corresponding process is of pure jump type. We consider the martingale problem associated with $L$. Sufficient conditions for existence and uniqueness are given. Transition density estimates for $α$-stable processes are also obtained. | |
| dc.identifier | https://arxiv.org/abs/0712.4137 | |
| dc.identifier | http://arxiv.org/abs/0712.4137 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/163285 | |
| dc.subject | Probability | |
| dc.subject | 60J75 | |
| dc.title | Uniqueness for the martingale problem associated with pure jump processes of variable order | |
| dc.type | text |