The submartingale problem for a class of degenerate elliptic operators
Probability
2007-05-23 v1 Analysis of PDEs
Abstract
We consider the degenerate elliptic operator acting on functions on : where the are continuous functions that are bounded above and below by positive constants, the are bounded and measurable, and the . We impose Neumann boundary conditions on the boundary of . There will not be uniqueness for the submartingale problem corresponding to . If we consider, however, only those solutions to the submartingale problem for which the process spends 0 time on the boundary, then existence and uniqueness for the submartingale problem for holds within this class. Our result is equivalent to establishing weak uniqueness for the system of stochastic differential equations where are independent Brownian motions and is a local time at 0 for .
Cite
@article{arxiv.math/0601027,
title = {The submartingale problem for a class of degenerate elliptic operators},
author = {Richard F. Bass and Alexander Lavrentiev},
journal= {arXiv preprint arXiv:math/0601027},
year = {2007}
}