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Parametrix techniques and martingale problems for some degenerate Kolmogorov equations

   
@article{ECP1619,
	author = {Stephane Menozzi},
	title = {Parametrix techniques and martingale problems for some degenerate Kolmogorov equations},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {16},
	year = {2011},
	keywords = {Parametrix techniques, Martingale problem, hypoelliptic equations},
	abstract = {We prove the uniqueness of the martingale problem associated to some degenerate operators.  The key point is to exploit the strong parallel between the new technique introduced by Bass  and Perkins [BP09] to prove uniqueness of the martingale problem in the framework of non-  degenerate elliptic operators and the Mc Kean and Singer [MS67] parametrix approach to  the density expansion that has previously been extended to the degenerate setting that we  consider (see Delarue and Menozzi [DM10]).},
	pages = {no. 23, 234-250},
	issn = {1083-589X},
	doi = {10.1214/ECP.v16-1619},    
        url = {http://ecp.ejpecp.org/article/view/1619}}