A new embedding into locally compact spaces proves existence of solutions to martingale problems for probability measure valued jump-diffusions in generalized Wasserstein spaces, covering drift, diffusion, and infinite-activity jumps.
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Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces
A new embedding into locally compact spaces proves existence of solutions to martingale problems for probability measure valued jump-diffusions in generalized Wasserstein spaces, covering drift, diffusion, and infinite-activity jumps.