Nonlocal elliptic equation in H\"older space and the martingale problem
Probability
2019-10-15 v2 Analysis of PDEs
Abstract
The well-posedness of nonlocal elliptic equation with singular drift is investigated in Besov-H\"older spaces. As an application, we show the existence and uniqueness for corresponding martingale problem. Moreover, we prove that the one dimensional distribution of the martingale solution has a density in some Besov space.
Keywords
Cite
@article{arxiv.1907.00588,
title = {Nonlocal elliptic equation in H\"older space and the martingale problem},
author = {Chengcheng Ling and Guohuan Zhao},
journal= {arXiv preprint arXiv:1907.00588},
year = {2019}
}