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Parametrix techniques and martingale problems for some degenerate Kolmogorov equations


 
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1. Title Title of document Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
 
2. Creator Author's name, affiliation, country Stephane Menozzi; Laboratoire de Probabilités et Modèles Aléatoires. Université Paris Diderot
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Parametrix techniques, Martingale problem, hypoelliptic equations
 
3. Subject Subject classification 60H10, 60G46, 60H30
 
4. Description 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]).
 
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7. Date (YYYY-MM-DD) 2011-05-02
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1619
 
10. Identifier Digital Object Identifier 10.1214/ECP.v16-1619
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 16
 
12. Language English=en
 
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