Geometric approximations to transition densities of jump-type Markov processes

DOI10.1515/MATH-2021-0120MaRDI QIDQ2135015zbMATH OpenOpenAlexFDO

Authors Yuanying Zhuang, Xiao Song

Publication date 4 May 2022

Published in Open Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/math-2021-0120

zbMATH Keywords

pseudo-differential operatorheat kernelsLevy-type processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Jump processes on general state spaces (60J76)

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Cited in

(2)

• A geometric interpretation of the transition density of a symmetric Lévy process
• Geometric ergodicity of Rao and Teh's algorithm for Markov jump processes and CTBNs

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