{
  "id": "0709.3082",
  "version": "v1",
  "published": "2007-09-19T18:11:17.000Z",
  "updated": "2007-09-19T18:11:17.000Z",
  "title": "The martingale problem for a class of stable-like processes",
  "authors": [
    "Richard F. Bass",
    "Huili Tang"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "Let $\\alpha\\in (0,2)$ and consider the operator $$L f(x) =\\int [f(x+h)-f(x)-1_{(|h|\\leq 1)} \\nabla f(x)\\cdot h] \\frac{A(x,h)}{|h|^{d+\\alpha}} dh, $$ where the $\\nabla f(x)\\cdot h$ term is omitted if $\\alpha<1$. We consider the martingale problem corresponding to the operator $L$ and under mild conditions on the function $A$ prove that there exists a unique solution.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-09-19T18:11:17.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J75"
    ],
    "keywords": [
      "stable-like processes",
      "mild conditions",
      "unique solution",
      "martingale problem corresponding"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0709.3082B"
    }
  }
}