Heat kernel of supercritical nonlocal operators with unbounded drifts
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Cites work
- Asymptotic estimates of multi-dimensional stable densities and their applications
- Asymptotic formulas for symmetric stable semigroups
- Construction and heat kernel estimates of general stable-like Markov processes
- Curvature and the eigenvalues of the Laplacian
- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
- Density estimates for a random noise propagating through a chain of differential equations
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- Existence of densities for stable-like driven SDEs with Hölder continuous coefficients
- Explicit parametrix and local limit theorems for some degenerate diffusion processes
- Gradient estimates for SDEs driven by multiplicative Lévy noise
- Gradient estimates for the fundamental solution of Lévy type operator
- Heat kernels and analyticity of non-symmetric jump diffusion semigroups
- Heat kernels for non-symmetric diffusion operators with jumps
- Heat kernels for time-dependent non-symmetric stable-like operators
- Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 3233089 (Why is no real title available?)
- Interior Schauder estimates for elliptic equations associated with Lévy operators
- Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
- On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
- On weak uniqueness and distributional properties of a solution to an SDE with -stable noise
- Optimal gradient estimates of heat kernels of stable-like operators
- PARABOLIC PSEUDODIFFERENTIAL EQUATIONS, HYPERSINGULAR INTEGRALS, AND MARKOV PROCESSES
- Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
- Perturbation of drift-type for Levy processes
- Schauder estimates for drifted fractional operators in the supercritical case
- Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
- Stochastic processes
- Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
- Supercritical SDEs driven by multiplicative stable-like Lévy processes
- Symmetric Stable Laws and Stable-Like Jump-Diffusions
- Systems of equations driven by stable processes
- Vorticity and incompressible flow
Cited in
(14)- Schauder estimates for drifted fractional operators in the supercritical case
- Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
- Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling
- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise
- Quantitative heat-kernel estimates for diffusions with distributional drift
- On ergodic properties of some Lévy-type processes
- Long time behavior of heat kernels of operators with unbounded drift terms
- On the supercritical fractional diffusion equation with Hardy-type drift
- Form-boundedness and SDEs with singular drift
- Nonsymmetric Lévy-type operators
- Heat kernel estimates for stable-driven SDEs with distributional drift
- Nonlinear singular drifts and fractional operators
- Weak error on the densities for the Euler scheme of stable additive SDEs with Hölder drift
- Well-posedness for McKean-Vlasov SDEs driven by multiplicative stable noises
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