Parametrix construction for certain Lévy-type processes

DOI10.1515/ROSE-2014-0032MaRDI QIDQ2516017zbMATH OpenOpenAlexFDO

Authors V. Knopova, A. M. Kulik

Publication date 7 August 2015

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.3087

zbMATH Keywords

pseudo-differential operatortransition probability densityparametrix constructionLévy-type processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Initial value problems for PDEs with pseudodifferential operators (35S10) Transition functions, generators and resolvents (60J35) Pseudodifferential operators as generalizations of partial differential operators (35S05) Pseudodifferential operators (47G30)

Abstract: In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and lower bounds, and prove some smoothness properties. Some examples are provided.

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Cited in

(10)

• Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications
• Estimates of heat kernels of non-symmetric Lévy processes
• Heat kernels of non-symmetric Lévy-type operators
• Construction of a Lévy-type process by means of the parametrix method
• Transition probabilities of Lévy-type processes: parametrix construction
• The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process
• Constructions of coupling processes for Lévy processes
• Fundamental solution for super-critical non-symmetric Lévy-type operators
• Heat kernel for non-local operators with variable order
• On the Feynman-Kac semigroup for some Markov processes

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