On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes
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Publication:2944909
DOI10.1090/tran/6243zbMath1330.60062arXiv1211.4636OpenAlexW1797800508MaRDI QIDQ2944909
Paul M. N. Feehan, Camelia A. Pop
Publication date: 8 September 2015
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.4636
Itō processdegenerate diffusion processstrong Markov processdegenerate stochastic differential equationdegenerate martingale problemdegenerate-parabolic differential operatorunbounded regular coefficients
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Diffusion processes (60J60)
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Uniqueness for degenerate parabolic equations in weighted \(L^1\) spaces ⋮ On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes ⋮ A Schauder approach to degenerate-parabolic partial differential equations with unbounded coefficients ⋮ Existence, uniqueness and the strong Markov property of solutions to Kimura diffusions with singular drift ⋮ Boundary estimates for a degenerate parabolic equation with partial Dirichlet boundary conditions ⋮ Superposition and mimicking theorems for conditional McKean-Vlasov equations ⋮ Initial-boundary value problems for conservative Kimura-type equations: solvability, asymptotic and conservation law ⋮ \(C^{1,1}\) regularity for degenerate elliptic obstacle problems ⋮ Integral conditions for uniqueness of solutions to degenerate parabolic equations ⋮ Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions
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