| Abstract |
The martingale problem is an efficient way to characterise a Markov process by its generator without having to take the diversions via the semigroup. In the first talk, we describe Strook and Varadhan's idea of using the martingale property as a useful tool to construct Markov processes and the advantages that this approach offers. In the second talk, we will apply the technique more specifically to the situation of non-local generators. In particular, the representation of the generators as pseudo-differential operators will play a role.
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