Affordable Access

A new technique for proving uniqueness for martingale problems

Authors
Type
Preprint
Publication Date
Submission Date
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 $R^d$.

Statistics

Seen <100 times