Martingale problems for some degenerate Kolmogorov equations
Probability
2015-09-18 v3
Abstract
We obtain Calder{\'o}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore uniqueness in law for the corresponding stochastic differential equations. Some density estimates are established as well.
Cite
@article{arxiv.1404.0461,
title = {Martingale problems for some degenerate Kolmogorov equations},
author = {Stephane Menozzi},
journal= {arXiv preprint arXiv:1404.0461},
year = {2015}
}
Comments
44 pages