Lévy matters VI. Lévy-type processes: moments, construction and heat kernel estimates
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Publication:2012670
DOI10.1007/978-3-319-60888-4zbMATH Open1442.60002OpenAlexW4250597836MaRDI QIDQ2012670FDOQ2012670
Authors: Franziska Kühn
Publication date: 2 August 2017
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-60888-4
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Cited In (34)
- Existence and estimates of moments for Lévy-type processes
- Upper functions for sample paths of Lévy(-type) processes
- On the domain of fractional Laplacians and related generators of Feller processes
- Construction and heat kernel estimates of general stable-like Markov processes
- On martingale problems and Feller processes
- Constructing sampling schemes via coupling: Markov semigroups and optimal transport
- Wavelet analysis of the Besov regularity of Lévy white noise
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
- Transition density estimates for diagonal systems of SDEs driven by cylindrical \(\alpha\)-stable processes
- Spatial asymptotics at infinity for heat kernels of integro-differential operators
- Schauder estimates for equations associated with Lévy generators
- On a method of the Lévy type processes construction
- Nonsymmetric Lévy-type operators
- APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
- Schauder estimates for Poisson equations associated with non-local Feller generators
- Space-time coupled evolution equations and their stochastic solutions
- Typical long-time behavior of ground state-transformed jump processes
- Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
- Variable-order fractional Laplacian and its accurate and efficient computations with meshfree methods
- Perpetual integrals via random time changes
- On infinitesimal generators of sublinear Markov semigroups
- Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators
- Uniform dimension results for a family of Markov processes
- Bayesian inversion with α-stable priors
- Title not available (Why is that?)
- Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
- Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions
- On adjoint additive processes
- Parametrix construction for certain Lévy-type processes
- Feller generators with measurable lower order terms
- Stochastic representation of solution to nonlocal-in-time diffusion
- General Law of iterated logarithm for Markov processes: Liminf laws
- On weak solution of SDE driven by inhomogeneous singular Lévy noise
- From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet
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