The martingale problem for a class of nonlocal operators of diagonal type

DOI10.1002/mana.201800452zbMath1444.60049arXiv1802.05888OpenAlexW3105818972MaRDI QIDQ5207953

Jamil Chaker

Publication date: 14 January 2020

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.05888

zbMATH Keywords

perturbationLévy processesmartingale problemsystems of stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52) Martingales and classical analysis (60G46) Integro-differential operators (47G20) Jump processes on discrete state spaces (60J74)

Related Items (8)

Heat kernel bounds for nonlocal operators with singular kernels ⋮ A Regularity Theory for Parabolic Equations with Anisotropic Nonlocal Operators in \(\boldsymbol{L_{{q}}(L_{{p}})}\) Spaces ⋮ MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 ⋮ Regularity of solutions to anisotropic nonlocal equations ⋮ Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates ⋮ On the anisotropic stable JCIR process ⋮ Uniqueness in law for stable-like processes of variable order ⋮ Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps

This page was built for publication: The martingale problem for a class of nonlocal operators of diagonal type