On the martingale problem associated with nondegenerate Lévy operators (Q1324867)

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scientific article; zbMATH DE number 578657
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On the martingale problem associated with nondegenerate Lévy operators
scientific article; zbMATH DE number 578657

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    On the martingale problem associated with nondegenerate Lévy operators (English)
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    19 July 1994
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    We improve the results of \textit{D. W. Stroock} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 32, 209-244 (1975; Zbl 0292.60122)] and \textit{T. Komatsu} [Osaka J. Math. 21, 113-132 (1984; Zbl 0535.60063)] by using a somewhat different method to derive the \(L^ p\)-estimate for the distribution of a solution to the martingale problem. For this purpose we use a priori estimates of a solution to the Cauchy problem for nondegenerate Lévy operators in Sobolev and Hölder spaces given by the authors [Lith. Math. J. 32, No. 2, 238-264 (1992) and Liet. Mat. Rink. 32, No. 2, 299-331 (1992; Zbl 0795.45007)] and some properties of the Green measure of the corresponding Markov process.
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    \(L^ p\)-estimate for the distribution of a solution to the martingale problem
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    Cauchy problem
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    Lévy operators in Sobolev and Hölder spaces
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    Markov process
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