Lévy matters VI. Lévy-type processes: moments, construction and heat kernel estimates

DOI10.1007/978-3-319-60888-4MaRDI QIDQ2012670zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Heat kernel (35K08)

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Cited in

(35)

• 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
• Wavelet analysis of the Besov regularity of Lévy white noise
• Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
• Constructing sampling schemes via coupling: Markov semigroups and optimal transport
• Transition probabilities of Lévy-type processes: parametrix construction
• Spatial asymptotics at infinity for heat kernels of integro-differential operators
• Transition density estimates for diagonal systems of SDEs driven by cylindrical \(\alpha\)-stable processes
• Schauder estimates for equations associated with Lévy generators
• On a method of the Lévy type processes construction
• Nonsymmetric Lévy-type operators
• Schauder estimates for Poisson equations associated with non-local Feller generators
• Space-time coupled evolution equations and their stochastic solutions
• APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
• Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
• Typical long-time behavior of ground state-transformed jump processes
• 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
• scientific article; zbMATH DE number 3984256 (Why is no real title available?)
• Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• Parametrix construction for certain Lévy-type processes
• On adjoint additive 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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