Martingale problems for some degenerate Kolmogorov equations
classification
🧮 math.PR
keywords
degenerateequationssomeestimateskolmogorovmartingaleassociatedcalder
read the original abstract
We obtain Calder{\'o}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore uniqueness in law for the corresponding stochastic differential equations. Some density estimates are established as well.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.