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arxiv: 0710.0860 · v1 · submitted 2007-10-03 · 🧮 math.PR

A new technique for proving uniqueness for martingale problems

classification 🧮 math.PR
keywords martingaleproblemsprovingtechniqueuniquenesscontextdiffusionselliptic
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A new technique for proving uniqueness of martingale problems is introduced. The method is illustrated in the context of elliptic diffusions in $R^d$.

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