Stochastic processes and semigroups associated with degenerate lévy generating operators

DOI10.1080/17442508908833547zbMath0678.60063OpenAlexW1992726721MaRDI QIDQ3834810

Akira Negoro, Masaaki Tsuchiya

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833547

zbMATH Keywords

martingale problemelliptic regularizationLévy generators

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60)

Related Items (12)

The martingale problem for a class of pseudo differential operators ⋮ On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator ⋮ Perturbation by non-local operators ⋮ On path-independent Girsanov transform ⋮ On the Cauchy problem for non-local Ornstein-Uhlenbeck operators ⋮ On \(L_p\)-estimates for a class of non-local elliptic equations ⋮ Properties of switching jump diffusions: maximum principles and Harnack inequalities ⋮ Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization ⋮ Liouville theorems for non-local operators ⋮ Stochastic control of SDEs associated with Lévy generators and application to financial optimization ⋮ The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels ⋮ Interacting superprocesses with discontinuous spatial motion

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