Bass, Richard F.; Tang, Huili - In: Stochastic Processes and their Applications 119 (2009) 4, pp. 1144-1167
Let [alpha][set membership, variant](0,2) and consider the operator for , where the [backward difference]f(x)[dot operator]h term is omitted if [alpha]1. We consider the martingale problem corresponding to the operator and under mild conditions on the function A prove that there exists a unique...