Uniqueness for the martingale problem associated with pure jump processes of variable order
Probability
2008-06-22 v2
Abstract
Let be the operator defined on functions by This is an operator of variable order and the corresponding process is of pure jump type. We consider the martingale problem associated with . Sufficient conditions for existence and uniqueness are given. Transition density estimates for -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}
}