A new technique for proving uniqueness for martingale problems

Abstract

A new technique for proving uniqueness of martingale problems is introduced. The method is illustrated in the context of elliptic diffusions in $R^d$.

References in corpus (1)

• Uniqueness for the martingale problem associated with pure jump processes of variable order

Cited by in corpus (5)

• Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
• Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
• Uniqueness in law for stable-like processes of variable order
• Stability of densities for perturbed Diffusions and Markov Chains
• Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations