Heat kernels and analyticity of non-symmetric jump diffusion semigroups

DOI10.1007/s00440-015-0631-yzbMath1345.60086arXiv1306.5015OpenAlexW1582731318MaRDI QIDQ292126

Xicheng Zhang, Zhen-Qing Chen

Publication date: 10 June 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.5015

zbMATH Keywords

stochastic differential equationmartingale problemstable processLévy systemdiscontinuous Markov processfractional derivative estimateheat kernel estimatejump-diffusion semigroupsLevi's methodnon-symmetric stable-like operator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35) Integro-differential operators (47G20)

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