Huili Tang

most citedUniqueness for the martingale problem associated with pure jump processes of variable order

7 citations · 9 across the 2 of their papers we have counts for

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math.PR2007★ 7 cited

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

Huili Tang

Let $L$ be the operator defined on $C^{2}$ functions by $L f (x) = \int [f (x + h) - f (x) - 1_{(∣ h ∣ \leq 1)} \nabla f (x) \cdot h] \frac{n ( x , h )}{∣ h ∣ ^{d + α (x)}} d h .$ This is an operator of variable o…

math.PR2007★ 2 cited

The martingale problem for a class of stable-like processes

Richard F. Bass, Huili Tang

Let $α \in (0, 2)$ and consider the operator $L f (x) = \int [f (x + h) - f (x) - 1_{(∣ h ∣ \leq 1)} \nabla f (x) \cdot h] \frac{A ( x , h )}{∣ h ∣ ^{d + α}} d h,$ where the $\nabla f (x) \cdot h$ term is om…