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Published in 2020 at "Mathematische Nachrichten"
DOI: 10.1002/mana.201800421
Abstract: This paper is devoted to the functional analytic approach to the problem of construction of Feller semigroups in the characteristic case via the Fichera function. Probabilistically, our result may be stated as follows: We construct…
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Keywords:
semigroups degenerate;
degenerate elliptic;
feller semigroups;
elliptic operators ... See more keywords
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Published in 2018 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2018.02.005
Abstract: Abstract This paper considers the martingale problem for a class of weakly coupled Levy type operators. It is shown that under some mild conditions, the martingale problem is well-posed and uniquely determines a strong Markov…
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Keywords:
feller;
martingale problem;
type operators;
weakly coupled ... See more keywords