Parametrix Techniques and Martingale Problems for Some Degenerate Kolmogorov Equations
نویسنده
چکیده
We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strong parallel between the new technique introduced by Bass and Perkins [2] to prove uniqueness of the martingale problem in the framework of non-degenerate elliptic operators and the Mc Kean and Singer [13] parametrix approach to the density expansion that has previously been extended to the degenerate setting that we consider (see Delarue and Menozzi [3]).
منابع مشابه
Martingale problems for some degenerate Kolmogorov equations
We obtain Calderón-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous nonlinear coefficients. We then derive the well-posedness of the martingale problem associated with related degenerate operators, and therefore uniqueness in law for the corresponding stochastic differential equations. Some density estimates are established as well.
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