Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes

DOI10.1090/proc/14022zbMath1391.60192arXiv1610.02286OpenAlexW3101364823MaRDI QIDQ4563672

Franziska Kühn

Publication date: 4 June 2018

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.02286

zbMATH Keywords

stochastic differential equationFeller processunbounded coefficients.

Mathematics Subject Classification ID

Related Items (17)

On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators ⋮ Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes ⋮ A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs ⋮ Geometric ergodicity of the multivariate COGARCH(1,1) process ⋮ Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators ⋮ Upper functions for sample paths of Lévy(-type) processes ⋮ Perpetual integrals via random time changes ⋮ Short-time behavior of solutions to Lévy-driven stochastic differential equations ⋮ Maximal inequalities and some applications ⋮ Lévy Langevin Monte Carlo ⋮ Multifractal properties of sample paths of ground state-transformed jump processes ⋮ On the domain of fractional Laplacians and related generators of Feller processes ⋮ On martingale problems and Feller processes ⋮ Locally Feller processes and martingale local problems ⋮ Schauder estimates for Poisson equations associated with non-local Feller generators ⋮ Lyapunov criteria for the Feller-Dynkin property of martingale problems ⋮ Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes

Cites Work

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• Equivalence of Stochastic Equations and Martingale Problems
• [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]

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