Stochastics and stochastics reports · 1995 · 52 citations · 14 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesBrownian MotionMarkov ProcessesOperator TheoryStochastic CalculusStochastic Differential EquationsBoundedness AnalysisMarkov GeneratorsMartingale InequalitiesMartingale ProblemsMartingale TheoryPseudodifferential OperatorsSemimartingalesUniqueness Theorems
Pseudo differential operators with negative definite symbols p(x,ξ) arise as generators of Markov processes in a natural way. In this article we solve the martingale problem for this class of operators supposing only some boundedness condition for the symbol and prove uniqueness of the solution under the assumption that the symbol is sufficiently smooth with respect to x and comparable with a fixed negative definite function in a suitable way
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Markov Processes: Characterization and Convergence.
Andris Abakuks, S. N. Ethier, Thomas G. Kurtz · Biometrics · 1987 · 4.5K citations