scientific article; zbMATH DE number 934730

Publication date: 14 October 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Dirichlet problem subordination Lévy process Feller semigroup Dirichlet space martingale problem path properties negative definite function non-local generator

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Pseudodifferential operators and other generalizations of partial differential operators (35S99)

Related Items (45)

Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian ⋮ Limit theorems for coupled continuous time random walks. ⋮ Reflected spectrally negative stable processes and their governing equations ⋮ Fundamental solutions and decay of fully non-local problems ⋮ Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise ⋮ Notes on ultraslow nonlocal telegraph evolution equations ⋮ Optimal Stopping Problem Associated with Jump-diffusion Processes ⋮ Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group ⋮ Option pricing under some Lévy-like stochastic processes ⋮ CONCENTRATION OF INVARIANT MEASURES FOR STOCHASTIC GENERALIZED POROUS MEDIA EQUATIONS ⋮ The positive maximum principle on Lie groups ⋮ Implicit difference scheme of the space-time fractional advection diffusion equation ⋮ Fractional reproduction-dispersal equations and heavy tail dispersal kernels ⋮ From Markov processes to semimartingales ⋮ Two families of functions related to the fractional powers of generators of strongly continuous contraction semigroups. ⋮ Distributed-order fractional diffusions on bounded domains ⋮ On the semimartingale nature of Feller processes with killing ⋮ Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. ⋮ Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps ⋮ On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise ⋮ On parabolic inequalities for generators of diffusions with jumps ⋮ Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels ⋮ BOUNDARY PROBLEMS FOR FRACTIONAL LAPLACIANS ⋮ Application of the lent particle method to Poisson-driven SDEs ⋮ Fractional Cauchy Problem with Applications to Anomalous Diffusion ⋮ Triangular array limits for continuous time random walks ⋮ Transient anomalous sub-diffusion on bounded domains ⋮ Stochastic solutions of conformable fractional Cauchy problems ⋮ Simulation of the continuous time random walk of the space-fractional diffusion equations ⋮ Fractional derivatives, non-symmetric and time-dependent Dirichlet forms and the drift form ⋮ Multiplicative asymptotics of solutions of the first boundary value problem on a half-axis for a parabolic equation with a small parameter ⋮ STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝ^d ⋮ Dirichlet operators and the positive maximum principle ⋮ Critical nonlinearity exponent and self-similar asymptotics for Lévy conservation laws ⋮ A semigroup approach to harmonic maps ⋮ Pseudo-differential operators and Markov semigroups on compact Lie groups ⋮ The fourth characteristic of a semimartingale ⋮ Characterisations of function spaces of generalised smoothness ⋮ Stochastic model for ultraslow diffusion ⋮ Towards an \(L^p\) potential theory for sub-Markovian semigroups: kernels and capacities ⋮ Brownian subordinators and fractional Cauchy problems ⋮ On inverse spectral theory for selfadjoint extensions: Mixed types of spectra ⋮ Trotter products and reaction-diffusion equations ⋮ Non-local in time telegraph equations and very slowly growing variances ⋮ Interior Schauder estimates for elliptic equations associated with Lévy operators

This page was built for publication: