Content area
Abstract
Let αi [special characters omitted] (0, 1), i = 1,…,d. We consider the operator [special characters omitted] on C2([special characters omitted]) defined by [special characters omitted]where ai,bi : [special characters omitted].
We prove existence and uniqueness of the solution of the martingale problem for the operator [special characters omitted] under suitable conditions on the functions ai, bi.
Details
Title
Uniqueness of the martingale problem for some degenerate elliptic operators
Author
Lavrentiev, Alexander
Year
2004
ISBN
978-0-496-02786-6
Source type
Dissertation or Thesis
Language of publication
English
ProQuest document ID
305206718
Copyright
Database copyright ProQuest LLC; ProQuest does not claim copyright in the individual underlying works.
