JOURNAL ARTICLE

Pseudo differential operators with negative definite symbols and the martingale problem

Walter Hoh

Year: 1995 Journal:   Stochastics and stochastics reports Vol: 55 (3-4)Pages: 225-252

Abstract

Pseudo differential operators with negative definite symbols p(x,ξ) arise as generators of Markov processes in a natural way. In this article we solve the martingale problem for this class of operators supposing only some boundedness condition for the symbol and prove uniqueness of the solution under the assumption that the symbol is sufficiently smooth with respect to x and comparable with a fixed negative definite function in a suitable way

Keywords:
Mathematics Martingale (probability theory) Uniqueness Positive-definite matrix Differential operator Pure mathematics Mathematical analysis Applied mathematics Discrete mathematics Eigenvalues and eigenvectors

Metrics

50
Cited By
5.44
FWCI (Field Weighted Citation Impact)
23
Refs
0.96
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

advanced mathematical theories
Physical Sciences →  Mathematics →  Mathematical Physics
Spectral Theory in Mathematical Physics
Physical Sciences →  Mathematics →  Mathematical Physics
Advanced Mathematical Modeling in Engineering
Physical Sciences →  Computer Science →  Computational Theory and Mathematics

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