A new technique for proving uniqueness for martingale problems

zbMath1203.60119arXiv0710.0860MaRDI QIDQ3579541

Richard F. Bass, Edwin A. Perkins

Publication date: 9 August 2010

Full work available at URL: https://arxiv.org/abs/0710.0860

zbMATH Keywords

uniquenessdiffusionselliptic operatorsmartingale problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (7)

Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals ⋮ Stability of Densities for Perturbed Diffusions and Markov Chains ⋮ On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise ⋮ Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift ⋮ Martingale problems for some degenerate Kolmogorov equations ⋮ Uniqueness in law for stable-like processes of variable order ⋮ Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result

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