Electronic Communications in Probability
- Electron. Commun. Probab.
- Volume 16 (2011), paper no. 23, 234-250.
Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
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]).
Electron. Commun. Probab., Volume 16 (2011), paper no. 23, 234-250.
Accepted: 2 May 2011
First available in Project Euclid: 7 June 2016
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Menozzi, Stephane. Parametrix techniques and martingale problems for some degenerate Kolmogorov equations. Electron. Commun. Probab. 16 (2011), paper no. 23, 234--250. doi:10.1214/ECP.v16-1619. https://projecteuclid.org/euclid.ecp/1465261979