English

Uniqueness in law for stable-like processes of variable order

Probability 2020-01-30 v3

Abstract

Let d1d\ge1. 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 0<infxα(x)supxα(x)<20<\inf_{x}\alpha(x) \le \sup_{x}\alpha(x)<2 and n(x,h)n(x,h) satisfies n(x,h)=n(x,h),0<κ1n(x,h)κ2,x,hRd, n(x,h)=n(x,-h),\quad0<\kappa_{1}\le n(x,h)\le\kappa_{2},\quad\forall x,h\in \mathbb{R}^{d}, with κ1\kappa_{1} and κ2\kappa_{2} being some positive constants. Under some further mild conditions on the functions n(x,h)n(x,h) and α(x)\alpha(x), we show the uniqueness of solutions to the martingale problem for A\mathcal{A}.

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

R2 v1 2026-06-23T00:10:14.056Z