On Martingale Problems and Feller Processes
Probability
2018-05-17 v1
Abstract
Let be a pseudo-differential operator with negative definite symbol . In this paper we establish a sufficient condition such that the well-posedness of the -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.
Cite
@article{arxiv.1706.04132,
title = {On Martingale Problems and Feller Processes},
author = {Franziska Kühn},
journal= {arXiv preprint arXiv:1706.04132},
year = {2018}
}