On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator
The authors prove the uniqueness in law of a martingale problem associated with a degenerate Lévy operator. It is assumed that the coefficients of the problem are Lipschitz, and that the Lévy measure satisfies a certain structural condition. Both probabilistic and differential equation theory methods are used.
uniqueness in law of a martingale problem
scientific article; zbMATH DE number 794502