= Diffusion martingale problem
{title2=$L=\tfrac12\sum_{i,j}a_{ij}\partial_{ij}+\sum_i b_i\partial_i$}
= L-diffusion
{c}
{synonym}
For bounded measurable $a,b$, with $a$ symmetric positive semidefinite, an <L-diffusion> is a continuous <adapted process> $X$ such that $g(X_t)-g(X_0)-\int_0^t Lg(X_s)ds$ is a true <martingale> for every $g\in C_b^2$. The general local <martingale problem> may instead use compactly supported test functions and require only a <local martingale>. Specify the test class and the true or local convention when coefficients are unbounded.
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