Year: 2024
Type: preprint
Abstract: We prove that the martingale problem is well posed for pure-jump Lévy-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 $K(x,\cdot)$ is a jump kernel of the form $K(x,h) \sim \frac{l(\|h\|)}{\|h\|^d}$ for each $x \in \mathbb R^d,\|h\|<1$, and $l$ is a positive function that is slowly varying at $0$, under suitable assumptions on $K$. This includes jump kernels such as those of $α$-geometric stable processes, $α\in (0,2]$.
Source: arXiv (Cornell University)
Author: Iyer, Sarvesh Ravichandran
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4405904620