\(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes (Q1791651): Difference between revisions

@@ Property / cites work @@
+Pseudodifferential and Singular Integral Operators
+Normal rank
@@ Property / cites work @@
+Continuous Dependence Estimates for Nonlinear Fractional Convection-diffusion Equations
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q5573634
@@ Property / cites work: Q5573634 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distances between probability density functions
+Normal rank
@@ Property / cites work @@
+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
+Normal rank
@@ Property / cites work @@
+Transition Probabilities for Symmetric Jump Processes
+Normal rank
@@ Property / cites work @@
+Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
+Normal rank
@@ Property / cites work @@
+Fokker–Planck–Kolmogorov Equations
@@ Property / cites work: Fokker–Planck–Kolmogorov Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
+Normal rank
@@ Property / cites work @@
+Q5548618
@@ Property / cites work: Q5548618 / rank @@
+Normal rank
@@ Property / cites work @@
+The coefficients of the characteristic polynomial in terms of the eigenvalues and the elements of an \(n\times n\) matrix
+Normal rank
@@ Property / cites work @@
+Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions
+Normal rank
@@ Property / cites work @@
+On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
+Normal rank
@@ Property / cites work @@
+Smooth densities for solutions to stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+On numerical density approximations of solutions of SDEs with unbounded coefficients
+Normal rank
@@ Property / cites work @@
+Heat kernels for non-symmetric diffusion operators with jumps
+Normal rank
@@ Property / cites work @@
+A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3254057
@@ Property / cites work: Q3254057 / rank @@
+Normal rank
@@ Property / cites work @@
+One-Parameter Semigroups for Linear Evolution Equations
+Normal rank
@@ Property / cites work @@
+Q5189317
@@ Property / cites work: Q5189317 / rank @@
+Normal rank
@@ Property / cites work @@
+Generation results for elliptic operators with unbounded diffusion coefficients in \(L^p\)-and \(C_b\)-spaces
+Normal rank
@@ Property / cites work @@
+Q4544929
@@ Property / cites work: Q4544929 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5653395
@@ Property / cites work: Q5653395 / rank @@
+Normal rank
@@ Property / cites work @@
+Elliptic partial differential equations of second order
+Normal rank
@@ Property / cites work @@
+Existence and regularity results for solutions of second-order, elliptic, integrodifferential operators
+Normal rank
@@ Property / cites work @@
+Existence and smoothness of transition density for jump-type Markov processes: Applications of Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Symmetric Stable Laws and Stable-Like Jump-Diffusions
+Normal rank
@@ Property / cites work @@
+Q4463158
@@ Property / cites work: Q4463158 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5480578
@@ Property / cites work: Q5480578 / rank @@
+Normal rank
@@ Property / cites work @@
+A Remark on Bony Maximum Principle
@@ Property / cites work: A Remark on Bony Maximum Principle / rank @@
+Normal rank
@@ Property / cites work @@
+Non-life insurance mathematics. An introduction with the Poisson process
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Bounds for Determinants with Dominant Principal Diagonal
+Normal rank
@@ Property / cites work @@
+Sub-Markovian \(C _{0}\)-semigroups generated by fractional Laplacian with gradient perturbation
+Normal rank
@@ Property / cites work @@
+Q5244856
@@ Property / cites work: Q5244856 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity of very weak solutions for elliptic equation of divergence form
+Normal rank
@@ Property / cites work @@
+REGULARITY OF VERY WEAK SOLUTIONS FOR NONHOMOGENEOUS ELLIPTIC EQUATION
+Normal rank
@@ Property / cites work @@
+Densities for SDEs driven by degenerate \(\alpha\)-stable processes
+Normal rank