Diffusion processes associated with L�vy generators

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A Class of Singular Integrals
Applications of fefferman‐stein type interpolation to probability theory and analysis
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scientific article; zbMATH DE number 3244500 (Why is no real title available?)
Markov processes associated with certain integro-differential operators
Singular integrals and multiplier operators
Singular integrals with mixed homogeneity
The Regularity of Conditional Probabilities for Stochastic Processes

Cited in

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Discontinuous superprocesses with dependent spatial motion
Stochastic comparison and preservation of positive correlations for Lévy-type processes
The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels
Integro-differential operators associated with diffusion processes with jumps
The diffusion approximation of the spatially homogeneous Boltzmann equation
Limit theorems for convex hulls
Uniqueness in law for pure jump Markov processes
Dual processes and their application to infinite interacting systems
Nearest neighbor birth and death processes on the real line
Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
Fractal Burgers equations
On the martingale problem associated with nondegenerate Lévy operators
The martingale problem for a class of pseudo differential operators
On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
\(L^p\) estimates for degenerate non-local Kolmogorov operators
Perturbation by non-local operators
Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
Strategies using an observer for steering a random motion of a point in a multitarget environment
A stability result for solutions of stochastic equations driven by point processes
On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator
Boundary value problems for elliptic integro-differential operators
Global existence for the nonlinear fractional Schrödinger equation with fractional dissipation
Locally Feller processes and martingale local problems
Martingale driven BSDEs, PDEs and other related deterministic problems
Periodic homogenization of a Lévy-type process with small jumps
Uniqueness in law for stable-like processes of variable order
Two theorems on Hunt's hypothesis (H) for Markov processes
EM algorithm for stochastic hybrid systems
Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples
Kinetic solutions for nonlocal stochastic conservation laws
On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators
Trait-dependent branching particle systems with competition and multiple offspring
Feller generators with measurable lower order terms
Risk-sensitive control for a class of diffusions with jumps
Limit theorems for cylindrical martingale problems associated with Lévy generators
Ventcel' boundary value problems for elliptic Waldenfels operators
On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria
Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
Superposition principle for non-local Fokker-Planck-Kolmogorov operators
On sub-geometric ergodicity of diffusion processes
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations
On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
Jump-diffusion processes in random environments
On a semilinear stochastic partial differential equation with double-parameter fractional noises
Stochastic control of SDEs associated with Lévy generators and application to financial optimization
Stochastic equations of non-negative processes with jumps
Measure distorted arrival rate risks and their rewards
Limit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networks
Cylindrical martingale problems associated with Lévy generators
Harmonic functions for a class of integro-differential operators
Convex concentration for some additive functionals of jump stochastic differential equations
On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem
On parabolic inequalities for generators of diffusions with jumps
Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
On using random walks to solve the space-fractional advection-dispersion equations
On the existence of Feller semigroups with discontinuous coefficients
Hölder continuity of semigroups for time changed symmetric stable processes
Stochastic comparison for Lévy-type processes
Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I
On a stochastic partial differential equation with non-local diffusion
On stochastic ordering for diffusion with jumps and applications
On path-independent Girsanov transform
Subexponential upper and lower bounds in Wasserstein distance for Markov processes
On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems
Foreign exchange options on Heston-CIR model under Lévy process framework
Dynamic risk measures and path-dependent second order PDEs
\(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients
Some remarks on the nonlinear Schrödinger equation with fractional dissipation
Stabilization of regime-switching processes by feedback control based on discrete time observations
A PDE approach to jump-diffusions
Numerical analysis of additive, Lévy and Feller processes with applications to option pricing
On Neumann type problems for nonlocal equations set in a half space
Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise
Local times for a class of purely discontinuous martingales
Last exit decompositions and regularity at the boundary of transition probabilities
�quations de type de Boltzmann, spatialement homog�nes
Finite Time Blow Up and Stability of a Semilinear Equation with a Time Dependent Lévy Generator
Stochastic equations with multidimensional drift driven by Levy processes
An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
On the Markov property of a class of linear infinitely divisible fields
Adding and Subtracting Jumps from Markov Processes
On a multiplicative functional transformation arising in nonlinear filtering theory
Semimartingales and Markov processes
On extremal solutions of martingale problems
Markov Processes With Lipschitz Semigroups
Calcul des variations stochastique et processus de sauts
scientific article; zbMATH DE number 3780339 (Why is no real title available?)
Quasilinear, parabolic, integro-differential problems with nonlinear oblique boundary conditions
Sur un problème de dynkin
Dualit� convexe, temps d'arr�t optimal et contr�le stochastique
ContrÔle stochastique, jeux et temps d'arrÊt: Applications de la théorie probabiliste du potentiel
scientific article; zbMATH DE number 3538602 (Why is no real title available?)
�tude des solutions extr�males et repr�sentation int�grale des solutions pour certains probl�mes de martingales
scientific article; zbMATH DE number 3554125 (Why is no real title available?)
The sector condition implies that semipolar sets are quasi-polar
Contr�le de processus alternants et applications
Control of jump processes and applications
Un probl�me de contr�le stochastique avec observation partielle
Limit theorems for the convex hull of random points in higher dimensions

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