The martingale problem for a class of stable-like processes

Richard F. Bass and Huili Tang

Stochastic Processes and their Applications, 2009, vol. 119, issue 4, 1144-1167

Abstract: Let [alpha][set membership, variant](0,2) and consider the operator for , where the [backward difference]f(x)[dot operator]h term is omitted if [alpha]

Keywords: Martingale; problem; Stable-like; processes; Symmetric; stable; process; Stochastic; differential; equation; Jump; process; Poisson; point; process; Harnack; inequality (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (4)

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