| Título: | Parametrix techniques and martingale problems for some degenerate Kolmogorov equations |
| Autores: | Menozzi, Stephane; Laboratoire de Probabilités et Modèles Aléatoires. Université Paris Diderot |
| Fecha: | 2011-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Parametrix techniques, Martingale problem, hypoelliptic equations 60H10, 60G46, 60H30 |
| Descripción: | 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 [BP09] to prove uniqueness of the martingale problem in the framework of non- degenerate elliptic operators and the Mc Kean and Singer [MS67] parametrix approach to the density expansion that has previously been extended to the degenerate setting that we consider (see Delarue and Menozzi [DM10]). |
| Idioma: | No aplica |
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