Uniqueness in law for stable-like processes of variable order

preprint2020arXivOpen access

Abstract

Let d≥1d\ge1. Consider a stable-like operator of variable order \begin{align*} \mathcal{A}f(x) & =\int_{\mathbb{R}^{d} \backslash\{0\}} \left[f(x+h) -f(x) -\mathbf{1}_{\{|h|\le1\}}h \cdot\nabla f(x)\right]\frac{n(x,h)}{|h|^{d+α(x)}} \mathrm{d}h, \end{align*} where 0<inf⁡xα(x)≤sup⁡xα(x)<20<\inf_{x}α(x) \le \sup_{x}α(x)<2 and n(x,h)n(x,h) satisfies n(x,h)=n(x,−h),0<κ1≤n(x,h)≤κ2,∀x,h∈Rd, n(x,h)=n(x,-h),\quad0<κ_{1}\le n(x,h)\leκ_{2},\quad\forall x,h\in \mathbb{R}^{d}, with κ1κ_{1} and κ2κ_{2} being some positive constants. Under some further mild conditions on the functions n(x,h)n(x,h) and α(x)α(x), we show the uniqueness of solutions to the martingale problem for A\mathcal{A}.

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