Regularity and stability for the semigroup of jump diffusions with state-dependent intensity

DOI10.1214/18-AAP1382zbMath1402.60104arXiv1707.02713MaRDI QIDQ1617154

Dan Goreac, Vlad Bally, Victor Rabiet

Publication date: 7 November 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.02713

zbMATH Keywords

Boltzmann equationweak errorPDMPpiecewise diffusive jumps processesregularity of semigroups of operatorstrajectory-dependent jump intensity

Mathematics Subject Classification ID

Related Items (6)

On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators ⋮ Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients ⋮ Stability of coupled jump diffusions and applications ⋮ Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity ⋮ A generic construction for high order approximation schemes of semigroups using random grids ⋮ Total variation distance between a jump-equation and its Gaussian approximation

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