Lyapunov Criteria for the Feller-Dynkin Property of Martingale Problems

2018/10/16 by Criens, David
#60G44 #60H10 #60J25 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1810.07102

Abstract

We give necessary and sufficient criteria for the Feller-Dynkin property of solutions to martingale problems in terms of Lyapunov functions. Moreover, we derive a Khasminskii-type integral test for the Feller-Dynkin property of multidimensional diffusions with random switching. For one dimensional switching diffusions with state-independent switching, we provide an integral-test for the Feller-Dynkin property.

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