On Markov processes with decomposable pseudo-differential generators

DOI10.1080/10451120410001661250MaRDI QIDQ4470148zbMATH OpenOpenAlexFDO

Authors Vassili Kolokoltsov

Publication date 22 June 2004

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

Full work available at URL http://wrap.warwick.ac.uk/39211/1/WRAP_Kolokoltsov_KolokMarkovdecomposable.pdf

zbMATH Keywords

Dirichlet problemExit timeFeller processesMarkov processesMartingale problemPseudo-differential non-local generators

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Boundary theory for Markov processes (60J50)

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• Correlated Processes and the Composition of Generators
• The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups
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• Positive Markov processes in Laplace duality
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• Nonlinear Markov semigroups and interacting Lévy type processes

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