English

Uniqueness for the martingale problem associated with pure jump processes of variable order

Probability 2008-06-22 v2

Abstract

Let LL be the operator defined on C2C^2 functions by Lf(x)=[f(x+h)f(x)1(h1)f(x)h]n(x,h)hd+α(x)dh.L f(x)=\int[f(x+h)-f(x)-1_{(|h|\leq 1)}\nabla f(x)\cdot h]\frac{n(x,h)}{|h|^{d+\alpha(x)}}dh. This is an operator of variable order and the corresponding process is of pure jump type. We consider the martingale problem associated with LL. Sufficient conditions for existence and uniqueness are given. Transition density estimates for α\alpha-stable processes are also obtained.

Keywords

Cite

@article{arxiv.0712.4137,
  title  = {Uniqueness for the martingale problem associated with pure jump processes of variable order},
  author = {Huili Tang},
  journal= {arXiv preprint arXiv:0712.4137},
  year   = {2008}
}
R2 v1 2026-06-21T09:57:37.755Z