Uniqueness for the martingale problem associated with pure jump processes of variable order

Built on

Local times for a class of purely discontinuous martingales
R. F. Bass · 1984
Earlier work this paper cites.
Occupation time densities for stable-like processes and other pure jump markov processes
R. F. Bass · 1988
Earlier work this paper cites.
Uniqueness in law for pure jump Markov processes
R. F. Bass · 1988
Earlier work this paper cites.
Lévy measure with generalized polar decomposition and the associated SDE with jumps
M. Tsuchiya · 1992
Earlier work this paper cites.

Stable-like processes: construction of the transition density and the behavior of sample paths near t = 0 t=0
A. Negoro · 1994
Cited alongside, same era.
On stable-like processes
T. Komatsu · 1996
Cited alongside, same era.
Diffusions and Elliptic Operators. Springer-Verlag, New York, 1998
R. F. Bass · 1998
Cited alongside, same era.
Symmetric stable laws and stable-like jump-diffusions
V. Kolokoltsov · 2000
Cited alongside, same era.
Non-local symmetric operators of variable order
M. T. Barlow, R. F. Bass, Z.-Q. Chen, M. Kassmann
Cited in the paper.
The martingale problem for a class of stable-like processes
R. F. Bass, H. Tang
Cited in the paper.

Harnack inequalities for jump processes
R. F. Bass, D. A. Levin · 2002
Later among the works it cites.
On some path properties of symmetric stable-like processes for one dimension
Original
T. Uemura · 2002
Later among the works it cites.
Stochastic Differential Equations With Jumps
R. F. Bass · 2004
Later among the works it cites.
Classical and Modern Fourier Analysis. Prentice Hall, New Jersey, 2004
L. Grafakos · 2004
Later among the works it cites.