Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators

DOI10.1214/20-EJP424zbMath1448.60162arXiv1803.05646MaRDI QIDQ2184574

Franziska Kühn

Publication date: 29 May 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.05646

zbMATH Keywords

Harnack inequalityviscosity solutiondiscontinuous coefficientsmartingale problempseudo-differential operatorjump processLévy-driven stochastic differential equationexistence resultKrylov estimateMarkovian selection

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Pseudodifferential operators as generalizations of partial differential operators (35S05) Integro-partial differential equations (45K05) Transition functions, generators and resolvents (60J35) Jump processes on general state spaces (60J76)

Related Items (8)

Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ Upper functions for sample paths of Lévy(-type) processes ⋮ Maximal inequalities and some applications ⋮ From Markov processes to semimartingales ⋮ On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria ⋮ Unnamed Item ⋮ Periodic homogenization of nonsymmetric Lévy-type processes ⋮ Feller generators with measurable lower order terms

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