On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
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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… read more here.
Keywords: feller; martingale problem; type operators; weakly coupled ... See more keywords
Statistical causality and local uniqueness for solutions of the martingale problem
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DOI: 10.2298/fil1808851p
Abstract: In this paper we consider the concept of statistical causality between filtrations associated with stopping times, which is based on Granger’s definition of causality. Especially, we consider a generalization of a causality relationship ”G is… read more here.
Keywords: martingale problem; local uniqueness; statistical causality; causality ... See more keywords