On uniqueness of solutions to martingale problems — counterexamples and sufficient criteria
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DOI: 10.1214/20-ejp494
Abstract: The dynamics of a Markov process are often specified by its infinitesimal generator or, equivalently, its symbol. This paper contains examples of analytic symbols which do not determine the law of the corresponding Markov process… read more here.
Keywords: uniqueness solutions; solutions martingale; problems counterexamples; sufficient criteria ... See more keywords