Martingale problems for some degenerate Kolmogorov equations

Abstract

We obtain Calder{ó}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore uniqueness in law for the corresponding stochastic differential equations. Some density estimates are established as well.

44 pages

Cited by in corpus (1)

• Stochastic Hamiltonian flows with singular coefficients