作者：Jieming Wang （Beijing Institute of Technology）

出处：2012随机分析与相关问题研讨会 2012

摘要：The sufficient and necessary conditions are given for existence and uniqueness for the martingale problem associated with weakly coupled operator.Some ...

作者：Chen, Zhen-Qing¹; Wang, Jie-Ming²; （¹Department of Mathematics, University of Washington, Seattle; WA; 98195, United States;²School of Mathematics and Statistics, Beijing Institute of Technology, Beijing; 100081, China）

出处：Stochastic Processes and their Applications 2022

摘要：Consider the operator Lb=L0+b1⋅∇+Sb2 on Rd, where L0 is a second order differential operator of non-divergence form, the drift function b1 belongs to ...