The submartingale problem for a class of degenerate elliptic operators (Q2642926)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The submartingale problem for a class of degenerate elliptic operators |
scientific article |
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The submartingale problem for a class of degenerate elliptic operators (English)
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6 September 2007
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The authors prove uniqueness for the submartingale problem corresponding to a class of degenerate elliptic operators with Neumann boundary conditions, when the associated process spends zero time at the boundary. They apply their findings to a class of systems of stochastic ordinary equations involving local times.
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Martingale problem
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Stochastic differential equations
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Degenerate elliptic operators
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Speed measure
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Perturbation
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Bessel process
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Littlewood-Paley
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