Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes

DOI10.1007/S11118-016-9570-1zbMath1390.60204arXiv1412.1453OpenAlexW2271614567WikidataQ59225595 ScholiaQ59225595MaRDI QIDQ507183

Erika Hausenblas, Pani W. Fernando, Paul André Razafimandimby

Publication date: 3 February 2017

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1453

zbMATH Keywords

Sobolev-Slobodeckii spacesMarkovian semigroupgeneralized Blumenthal-Getoor indexHoh's symbolpseudo-differential operator Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Pseudodifferential operators as generalizations of partial differential operators (35S05) One-parameter semigroups and linear evolution equations (47D06) Transition functions, generators and resolvents (60J35) Fourier integral operators applied to PDEs (35S30)

Related Items (2)

On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators ⋮ Nonlinear filtering with correlated Lévy noise characterized by copulas

Cites Work

• Tempered stable distributions and processes
• The symbol associated with the solution of a stochastic differential equation
• Estimates for translation invariant operators in \(L^p\) spaces
• Semigroups of linear operators and applications to partial differential equations
• Growth and Hölder conditions for the sample paths of Feller processes
• A symbolic calculus for pseudo differential operators generating Feller semigroups
• Processes of normal inverse Gaussian type
• Nonlinear filtering with correlated Lévy noise characterized by copulas
• Distributions, Sobolev spaces, elliptic equations
• The functional calculus for sectorial operators
• An introduction to infinite-dimensional analysis
• On subordination of holomorphic semigroups
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• Pseudodifferential and Singular Integral Operators
• Lévy Processes and Stochastic Calculus
• One-Parameter Semigroups for Linear Evolution Equations
• Fractional derivatives, non-symmetric and time-dependent Dirichlet forms and the drift form
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes