AbstractLet α∈(0,2) and consider the operator Lf(x)=∫[f(x+h)−f(x)−1(|h|≤1)∇f(x)⋅h]A(x,h)|h|d+αdh for f∈C2(Rd), where the ∇f(x)⋅h term is omitted if α<1. We consider the martingale problem corresponding to the operator L and under mild conditions on the function A prove that there exists a unique solution
We consider the operator Equation omitted. We prove existence and uniqueness of solutions to the mar...
AbstractWe consider the operatorLf(x)=12∑i,j=1∞aij(x)∂2f∂xi∂xj(x)-∑i=1∞λixibi(x)∂f∂xi(x).We prove ex...
In this paper, we propose a new notion of Forward–Backward Martingale Problem (FBMP), and study its ...
AbstractLet α∈(0,2) and consider the operator Lf(x)=∫[f(x+h)−f(x)−1(|h|≤1)∇f(x)⋅h]A(x,h)|h|d+αdh for...
In the first chapter of this dissertation, we introduce the martingale problem and present some hist...
Existence and uniqueness of solutions of martingale problems, not only in the class of r.c.l.l. or c...
Existence and uniqueness of solutions to martingale problems, not only in the class of r.c.l.l. or c...
Let αi ∈ (0, 1), i = 1,…,d. We consider the operator L on C2( Rd ) defined by Lfx= i=1daix ...
AbstractThe martingale problem for superprocesses with parameters (ξ,Φ,k) is studied where k(ds) may...
Consider parabolic pseudo-differential operators L = ∂t − p(x,Dx) of variable order α(x) ≤ 2. The f...
Let E be a complete, separable metric space and A be an operator on Cb(E). We give an abstract defin...
We define a two-parameter scale of Banach spaces contained in the contininuous functions on the spac...
AbstractWe define a two-parameter scale of Banach spaces contained in the contininuous functions on ...
Bogachev V, Lescot P, Röckner M. The martingale problem for pseudo-differential operators on infinit...
summary:In the limit theory for strictly stationary processes $f\circ T^i, i\in\Bbb Z$, the decompos...
We consider the operator Equation omitted. We prove existence and uniqueness of solutions to the mar...
AbstractWe consider the operatorLf(x)=12∑i,j=1∞aij(x)∂2f∂xi∂xj(x)-∑i=1∞λixibi(x)∂f∂xi(x).We prove ex...
In this paper, we propose a new notion of Forward–Backward Martingale Problem (FBMP), and study its ...
AbstractLet α∈(0,2) and consider the operator Lf(x)=∫[f(x+h)−f(x)−1(|h|≤1)∇f(x)⋅h]A(x,h)|h|d+αdh for...
In the first chapter of this dissertation, we introduce the martingale problem and present some hist...
Existence and uniqueness of solutions of martingale problems, not only in the class of r.c.l.l. or c...
Existence and uniqueness of solutions to martingale problems, not only in the class of r.c.l.l. or c...
Let αi ∈ (0, 1), i = 1,…,d. We consider the operator L on C2( Rd ) defined by Lfx= i=1daix ...
AbstractThe martingale problem for superprocesses with parameters (ξ,Φ,k) is studied where k(ds) may...
Consider parabolic pseudo-differential operators L = ∂t − p(x,Dx) of variable order α(x) ≤ 2. The f...
Let E be a complete, separable metric space and A be an operator on Cb(E). We give an abstract defin...
We define a two-parameter scale of Banach spaces contained in the contininuous functions on the spac...
AbstractWe define a two-parameter scale of Banach spaces contained in the contininuous functions on ...
Bogachev V, Lescot P, Röckner M. The martingale problem for pseudo-differential operators on infinit...
summary:In the limit theory for strictly stationary processes $f\circ T^i, i\in\Bbb Z$, the decompos...
We consider the operator Equation omitted. We prove existence and uniqueness of solutions to the mar...
AbstractWe consider the operatorLf(x)=12∑i,j=1∞aij(x)∂2f∂xi∂xj(x)-∑i=1∞λixibi(x)∂f∂xi(x).We prove ex...
In this paper, we propose a new notion of Forward–Backward Martingale Problem (FBMP), and study its ...
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