Uniqueness of the martingale problem for some degenerate elliptic operators

Authors

Alexander Lavrentiev, University of Connecticut

Date of Completion

January 2004

Keywords

Mathematics

Degree

Ph.D.

Abstract

Let α_i ∈ (0, 1), i = 1,…,d. We consider the operator L on C²( R^d ) defined by Lfx= i=1

d

aix xi^{a i}6²f6x ²ix +i=1

d

bi x6f6x ix, x∈R^d, where a_i,b_i : R^d→ R . ^ We prove existence and uniqueness of the solution of the martingale problem for the operator L under suitable conditions on the functions a_i, b_i. ^

Recommended Citation

Lavrentiev, Alexander, "Uniqueness of the martingale problem for some degenerate elliptic operators" (2004). Doctoral Dissertations. AAI3144590.
https://digitalcommons.lib.uconn.edu/dissertations/AAI3144590