On Markov processes with decomposable pseudo-differential generators

DOI10.1080/10451120410001661250zbMATH Open1091.60014OpenAlexW2009632279MaRDI QIDQ4470148FDOQ4470148

Authors: Vassili Kolokoltsov 

Publication date: 22 June 2004

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: http://wrap.warwick.ac.uk/39211/1/WRAP_Kolokoltsov_KolokMarkovdecomposable.pdf

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zbMATH Keywords

Markov processesDirichlet problemFeller processesMartingale problemExit timePseudo-differential non-local generators

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Boundary theory for Markov processes (60J50)

Cited In (16)

• On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
• Title not available (Why is that?)
• Nonlinear Markov semigroups and interacting Lévy type processes
• Correlated Processes and the Composition of Generators
• Consistency of Bayesian nonparametric inference for discretely observed jump diffusions
• A class of generators of pseudo-Markov chains
• Systems of equations driven by stable processes
• High-order numerical schemes for jump-SDEs
• Multivariate subordination of Markov processes with financial applications
• Integration by parts formula and applications to equations with jumps
• A REMARK ON THE GENERATOR OF A RIGHT-CONTINUOUS MARKOV PROCESS
• Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators
• Markov processes, semigroups and generators.
• Stochastic monotonicity and duality for one-dimensional Markov processes
• Title not available (Why is that?)
• The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups

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