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pro vyhledávání: '"60J76 (Primary), 60G51 (Secondary)"'
Autor:
Iyer, Sarvesh Ravichandran
We prove that the martingale problem is well posed for pure-jump L\'evy-type operators of the form $$ (\mathcal Lf)(x) = \int_{\mathbb R^d \setminus \{0\}} \left(f(x+h)-f(x) - (\nabla f(x) \cdot h)1_{\|h\| < 1}\right)K(x,h) dh, $$ where $K(x,\cdot)$
Externí odkaz:
http://arxiv.org/abs/2412.18677
