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Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations
Parametrix techniques martingale problem degenerate Kolmogorov's equations
2010/11/15
We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strong parallel between the new technique introduced by Bass and Perkins (Fr...
Martingale Inequalities in Exponential Orlicz Spaces
Orlicz space BDG-inequalities exponential model
2010/1/22
A result is found which is similar to BDG-inequalities, but in the framework of exponential (non moderate) Orlicz spaces. A special class of such spaces is introduced and its properties are discussed ...