On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator
type: Item
instance of: scholarly article
title: On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator
zbMATH Open document ID: 0831.60067
DOI: 10.1007/BF00995989
published in: Lithuanian Mathematical Journal
publication date: 1995-09-18T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 794502
zbMATH Keywords: uniqueness in law of a martingale problem
zbMATH Keywords: Lévy measure
author: R. Mikulevicius
author: Henrikas Pragarauskas
reviewed by: Vigirdas Mackevičius
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00995989
OpenAlex ID: W2073259733
description: scientific article; zbMATH DE number 794502