{ "id": "0910.5119", "version": "v2", "published": "2009-10-27T13:57:56.000Z", "updated": "2021-07-05T11:08:40.000Z", "title": "An inequality for a class of Markov processes", "authors": [ "Mohammud Foondun" ], "comment": "Now irrelevant paper", "categories": [ "math.PR" ], "abstract": "Let $\\alpha \\in (0,2)$ and consider the operator $\\sL$ given by \\[ \\sL f(x)=\\int[ f(x+h)-f(x)-1_{(|h|\\leq 1)}h\\cdot \\grad f(x)]\\frac{n(x,h)}{|h|^{d+\\alpha}} \\d h, \\] where the term $1_{(|h|\\leq 1)}h\\cdot \\grad f(x)$ is not present when $\\alpha \\in (0,1)$. Under some suitable assumptions on the kernel $n(x,h)$, we prove a Krylov-type inequality for processes associated with $\\sL$. As an application of the inequality, we prove the existence of a solution to the martingale problem for $\\sL$ without assuming any continuity of $n(x,h)$.", "revisions": [ { "version": "v1", "updated": "2009-10-27T13:57:56.000Z", "comment": null, "journal": null, "doi": null }, { "version": "v2", "updated": "2021-07-05T11:08:40.000Z" } ], "analyses": { "subjects": [ "60H10" ], "keywords": [ "markov processes", "krylov-type inequality", "martingale problem", "suitable assumptions" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0910.5119F" } } }