Drift perturbation of subordinate Brownian motions with Gaussian component
DOI10.1007/S11425-015-5088-ZzbMATH Open1337.60202OpenAlexW2184587948MaRDI QIDQ283046FDOQ283046
Authors: 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
Recommendations
- Estimators for the Drift of Subfractional Brownian Motion
- Potential theory of subordinate Brownian motions with Gaussian components
- Asymptotic expansions for a model with distinguished “fast” and “slow” variables, described by a system of singularly perturbed stochastic differential equations
- An asymptotic estimate for Brownian motion with drift
- Some remarks on Brownian motion with drift
- Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation
- On Brownian motion with irregular drift
- Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process
- On Truncated Variation of Brownian Motion with Drift
[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]stochastic differential equationFeller processheat kernelsubordinate Brownian motionmartingale problemgradient perturbationKato class[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+system&go=Go L��vy system]
Processes with independent increments; Lévy processes (60G51) Markov semigroups and applications to diffusion processes (47D07) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Heat kernel (35K08) Integro-differential operators (47G20) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45)
Cites Work
- Heat kernel estimates for stable-like processes on \(d\)-sets.
- Applied stochastic control of jump diffusions
- Density and tails of unimodal convolution semigroups
- Heat kernel estimates for jump processes of mixed types on metric measure spaces
- Explicit Constants for Gaussian Upper Bounds on Heat Kernels
- Lévy Processes and Stochastic Calculus
- Symmetric jump processes and their heat kernel estimates
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- Conditional transformation of drift formula and potential theory for \(\Delta +b(\cdot)\cdot \nabla\)
- Gaussian bounds for the fundamental solutions of \(\nabla(A\nabla u)+B\nabla u-u_ t=0\)
- Brownian motion with singular drift
- Heat kernel estimates for \(\varDelta + \varDelta^{\alpha / 2}\) under gradient perturbation
- Stable process with singular drift
- Title not available (Why is that?)
- Dirichlet heat kernel estimates for fractional Laplacian with gradient perturbation
- A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps
Cited In (3)
This page was built for publication: Drift perturbation of subordinate Brownian motions with Gaussian component
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q283046)
