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A new technique for proving uniqueness for martingale problems

Authors
  • Bass, Richard F.
  • Perkins, Edwin A.
Type
Preprint
Publication Date
Oct 03, 2007
Submission Date
Oct 03, 2007
Identifiers
arXiv ID: 0710.0860
Source
arXiv
License
Unknown
External links

Abstract

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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