Acta mathematica scientia,Series A ›› 2010, Vol. 30 ›› Issue (3): 613-622.

• Articles • Previous Articles     Next Articles

Uniqueness of Solutions of Martingale Problems with Degenerate Coefficients

 LI Yu-Qiang   

  1. School of Finance and Statistics, East China Normal University, Shanghai 200241
  • Received:2008-09-10 Revised:2009-06-19 Online:2010-05-25 Published:2010-05-25
  • Supported by:

    国家自然科学基金(10901054)资助

Abstract:

In this paper, we first prove the uniqueness of solutions of a kind of martingale problems with degenerate diffusion coefficients in Skorokhod space D[0,+∞)[0,+∞) under some bounded condtions. Then, it is proved that these bounded conditions can be weakened via a transformation.

Key words: Lévy generator, Martingale problem, Uniqueness

CLC Number: 

  • 60G46
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