Uniqueness in law for stable-like processes of variable order
Probability
2020-01-30 v3
Abstract
Let . Consider a stable-like operator of variable order \begin{align*} \mathcal{A}f(x) & =\int_{\mathbb{R}^{d} \backslash\{0\}} \left[f(x+h) -f(x) -\mathbf{1}_{\{|h|\le1\}}h \cdot\nabla f(x)\right]\frac{n(x,h)}{|h|^{d+\alpha(x)}} \mathrm{d}h, \end{align*} where and satisfies with and being some positive constants. Under some further mild conditions on the functions and , we show the uniqueness of solutions to the martingale problem for .
Cite
@article{arxiv.1802.01151,
title = {Uniqueness in law for stable-like processes of variable order},
author = {Peng Jin},
journal= {arXiv preprint arXiv:1802.01151},
year = {2020}
}
Comments
28 pages