English

On Martingale Problems and Feller Processes

Probability 2018-05-17 v1

Abstract

Let AA be a pseudo-differential operator with negative definite symbol qq. In this paper we establish a sufficient condition such that the well-posedness of the (A,Cc(Rd))(A,C_c^{\infty}(\mathbb{R}^d))-martingale problem implies that the unique solution to the martingale problem is a Feller process. This provides a proof of a former claim by van Casteren. As an application we prove new existence and uniqueness results for L\'evy-driven stochastic differential equations and stable-like processes with unbounded coefficients.

Keywords

Cite

@article{arxiv.1706.04132,
  title  = {On Martingale Problems and Feller Processes},
  author = {Franziska Kühn},
  journal= {arXiv preprint arXiv:1706.04132},
  year   = {2018}
}
R2 v1 2026-06-22T20:17:41.585Z