Martingale problems for some degenerate Kolmogorov equations

Published 2 Apr 2014 in math.PR | (1404.0461v3)

Abstract: We obtain Calder{\'o}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore uniqueness in law for the corresponding stochastic differential equations. Some density estimates are established as well.

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Stephane Menozzi

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