Transition probabilities of Lévy‐type processes: Parametrix construction

DOI10.1002/mana.201700441zbMath1419.35079arXiv1702.00778OpenAlexW3104752638MaRDI QIDQ4632099

Franziska Kühn

Publication date: 25 April 2019

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.00778

zbMATH Keywords

existenceLévy processesjump processesheat kernel estimatesFeller processLévy-driven stochastic differential equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Pseudodifferential operators as generalizations of partial differential operators (35S05) PDEs with randomness, stochastic partial differential equations (35R60) Transition functions, generators and resolvents (60J35) Heat kernel (35K08)

Related Items (14)

On weak solution of SDE driven by inhomogeneous singular Lévy noise ⋮ Heat kernel for non-local operators with variable order ⋮ Fundamental solution for super-critical non-symmetric Lévy-type operators ⋮ On ergodic properties of some Lévy-type processes ⋮ Heat kernels for time-dependent non-symmetric mixed Lévy-type operators ⋮ Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates ⋮ Approximation of occupation time functionals ⋮ On martingale problems and Feller processes ⋮ Heat kernels of non-symmetric Lévy-type operators ⋮ Uniqueness in law for stable-like processes of variable order ⋮ Strong Feller property for SDEs driven by multiplicative cylindrical stable noise ⋮ Schauder estimates for Poisson equations associated with non-local Feller generators ⋮ Heat kernel of anisotropic nonlocal operators ⋮ Construction and heat kernel estimates of generalstable-like Markov processes

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