Uniqueness in Law for a Class of Degenerate Diffusions with Continuous Covariance

Gerard Brunick

We study the martingale problem associated with the operator $Lu={\partial }_{s}u+1/2{\sum }_{i,j=1}^{d_0}{a}^{ij}{\partial }_{ij}u+{\sum }_{i,j=1}^d{B}^{ij}{x}^j{\partial }_{i}u$, where $d…