Stable process with singular drift
DOI10.1016/j.spa.2014.03.006zbMath1336.60112OpenAlexW2144096904MaRDI QIDQ402488
Publication date: 28 August 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2014.03.006
stochastic differential equationheat kernelGreen functiontransition densityexit timeKato classgradient operatorboundary Harnack inequalityLévy systemsymmetric \(\alpha\)-stable process
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35) Integro-differential operators (47G20)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Time-dependent gradient perturbations of fractional Laplacian
- Dirichlet heat kernel estimates for fractional Laplacian with gradient perturbation
- Pseudo-differential operators and Markov processes
- Stochastic differential equations with jumps
- Brownian motion with singular drift
- Conditional distributions and tightness
- Feynman-Kac semigroup with discontinuous additive functionals
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
- Two-sided estimates on the density of Brownian motion with singular drift
- Uniqueness of stable processes with drift
- Fractional Laplacian with singular drift
- Some Theorems on Stable Processes
- Lévy Processes and Stochastic Calculus
- Diffusions and Elliptic Operators