On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

Limit Theorems, Density Processes, Engineering +12

Drift diffusion equations with fractional diffusion and the quasi-geostrophic equation

Luis Caffarelli, Alexis Vasseur · Annals of Mathematics · 2010 · 882 citations · Full text

On the martingale problem for generators of stable processes with perturbations

Takashi Komatsu · OUKA (Osaka University Knowledge Archive) (Osaka University) · 1984 · 124 citations

Engineering, Stable Processes, Stochastic Analysis +16

On the cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces

R. Mikulevíčius, H. Pragarauskas · Lithuanian Mathematical Journal · 1992 · 72 citations

Hölder Spaces, Elliptic Equation, Certain Integro-differential Operators +5

On the Cauchy Problem for Integro-differential Operators in Hölder Classes and the Uniqueness of the Martingale Problem

R. Mikulevíčius, H. Pragarauskas · Potential Analysis · 2013 · 70 citations

Dirichlet Form, Martingale Problem, Engineering +6