A new technique for proving uniqueness for martingale problems
Probability
2007-10-04 v1
Abstract
A new technique for proving uniqueness of martingale problems is introduced. The method is illustrated in the context of elliptic diffusions in .
Cite
@article{arxiv.0710.0860,
title = {A new technique for proving uniqueness for martingale problems},
author = {Richard F. Bass and Edwin A. Perkins},
journal= {arXiv preprint arXiv:0710.0860},
year = {2007}
}