Uniqueness of Stable Processes with Drift
Probability
2013-09-26 v1
Abstract
Suppose that and . Let be a rotationally symmetric -stable process on and a -valued measurable function on belonging to a certain Kato class of . We show that with has a unique weak solution for every . Let , which is the infinitesimal generator of . Denote by the space of smooth functions on with compact support. We further show that the martingale problem for has a unique solution for each initial value .
Cite
@article{arxiv.1309.6414,
title = {Uniqueness of Stable Processes with Drift},
author = {Zhen-Qing Chen and Longmin Wang},
journal= {arXiv preprint arXiv:1309.6414},
year = {2013}
}