The martingale problem for a class of stable-like processes
Probability
2007-09-20 v1
Abstract
Let and consider the operator where the term is omitted if . We consider the martingale problem corresponding to the operator and under mild conditions on the function prove that there exists a unique solution.
Keywords
Cite
@article{arxiv.0709.3082,
title = {The martingale problem for a class of stable-like processes},
author = {Richard F. Bass and Huili Tang},
journal= {arXiv preprint arXiv:0709.3082},
year = {2007}
}