On the construction of Feller processes with unbounded coefficients

DOI10.1214/ECP.V16-1652zbMATH Open1243.60061MaRDI QIDQ428686FDOQ428686

Björn Böttcher

Publication date: 22 June 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

unbounded coefficientsFeller processFeller semigroupconstruction of Markov processes

Mathematics Subject Classification ID

Integro-differential operators (47G20) Transition functions, generators and resolvents (60J35) Groups and semigroups of linear operators (47D03) Pseudodifferential operators (47G30)

Cited In (5)

• FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES
• Feynman formulas and path integrals for some evolution semigroups related to \(\tau\)-quantization
• Embedded Markov chain approximations in Skorokhod topologies
• Multifractal properties of sample paths of ground state-transformed jump processes
• Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes

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