On uniqueness of solutions to martingale problems --- counterexamples and sufficient criteria

11 Jul 2016 Kallsen Jan Krühner Paul

The dynamics of a Markov process are often specified by its infinitesimal generator or, equivalently, its symbol. This paper contains examples of analytic symbols which do not determine the law of the corresponding Markov process uniquely... (read more)

PDF Abstract
No code implementations yet. Submit your code now

Categories


  • PROBABILITY