Drift perturbation of subordinate Brownian motions with Gaussian component

DOI10.1007/s11425-015-5088-zzbMath1337.60202OpenAlexW2184587948MaRDI QIDQ283046

Zhen-Qing Chen, XiaoMan Dou

Publication date: 13 May 2016

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-015-5088-z

zbMATH Keywords

stochastic differential equationheat kernelLévy processmartingale problemKato classFeller processsubordinate Brownian motiongradient perturbationLévy system

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Markov semigroups and applications to diffusion processes (47D07) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35) Integro-differential operators (47G20) Heat kernel (35K08)

Related Items (2)

Heat kernels for non-symmetric diffusion operators with jumps ⋮ Heat kernel for non-local operators with variable order

Cites Work

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