Operator semigroups and generators associated to stochastic processes

DOI10.1007/978-3-031-57005-6_27MaRDI QIDQ7031325zbMATH OpenFDO

Authors I. V. Melnikova, Vadim Andreevich Bovkun

Publication date 6 February 2025

Full work available at URL https://doi.org/10.1007/978-3-031-57005-6_27

zbMATH Keywords

pseudo-differential operatortransition probabilityLevy processsemigroup of operatorsLevy-Khintchine formula

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Operations with distributions and generalized functions (46F10) Applications of stochastic analysis (to PDEs, etc.) (60H30) One-parameter semigroups and linear evolution equations (47D06)

Cites work

• Integro-differential equations generated by stochastic problems
• Lévy Processes and Stochastic Calculus
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• The analysis of linear partial differential operators. I: Distribution theory and Fourier analysis.

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