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A. Lavrentiev

1 paper hereh-index 17 citations5 works total

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math.PR2006

The submartingale problem for a class of degenerate elliptic operators

Richard F. Bass, Alexander Lavrentiev

We consider the degenerate elliptic operator acting on C2 functions on [0,∞)d: \[ L f(x)=\sum_{i=1}^d a_i(x) x_i^{α_i} \frac{\partial^2 f}{\partial x_i^2} (x) +\sum_{i=1…

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