Uniqueness of the martingale problem for some degenerate elliptic operators

Abstract

Let α_i [special characters omitted] (0, 1), i = 1,…,d. We consider the operator [special characters omitted] on C²([special characters omitted]) defined by [special characters omitted]where a_i,b_i : [special characters omitted].

We prove existence and uniqueness of the solution of the martingale problem for the operator [special characters omitted] under suitable conditions on the functions a_i, b_i.