Uniqueness in law for a class of degenerate diffusions with continuous covariance

We study the martingale problem associated with the operator \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ Lu(s, x) = \partial_su(s, x) + \frac{1}{2} \sum_{i,j=1}^{d_0} a^{ij}(s, x) \partial_{ij}u(s, x) + \sum_{i,j=1}^d B^{ij} x^j \partial_iu(s, x), $$\end{document}where d0 ≤  d. We show that the martingale problem is well-posed when the function a is continuous and strictly positive definite on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb{R}^{d_0}}$$\end{document} and the matrix B takes a particular lower-diagonal, block form. We then localize this result to show that the martingale problem remains well-posed when B is replaced by a sufficiently smooth vector field whose Jacobian matrix satisfies a nondegeneracy condition.