A new technique for proving uniqueness for martingale problems

2007/10/03 by Richard F. Bass, Bass, Richard F., Edwin Perkins +1
Computer Science · Mathematics · #60H10 #Advanced Mathematical Modeling in Engineering #Differential Equations and Boundary Problems #FOS: Mathematics #Probability (math.PR) #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.0710.0860

openalex publication_date 2007/10/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

A new technique for proving uniqueness of martingale problems is introduced. The method is illustrated in the context of elliptic diffusions in R^d.

Citations

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

Related

• Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations
• Uniqueness in Cauchy problems for diffusive real-valued strict local\n martingales
• Martingale Property in Terms of Semimartingale Problems
• Uniqueness of the representation for G-martingales with finite variation
• Uniqueness in Law for a Class of Degenerate Diffusions with Continuous Covariance