Transition probabilities of Lévy‐type processes: Parametrix construction

DOI10.1002/MANA.201700441zbMATH Open1419.35079arXiv1702.00778OpenAlexW3104752638MaRDI QIDQ4632099FDOQ4632099

Authors: Franziska Kühn 

Publication date: 25 April 2019

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Abstract: We present an existence result for L'evy-type processes which requires only weak regularity assumptions on the symbol $q(x,xi)$ with respect to the space variable $x$. Applications range from existence and uniqueness results for L'evy-driven SDEs with H"older continuous coefficients to existence results for stable-like processes and L'evy-type processes with symbols of variable order. Moreover, we obtain heat kernel estimates for a class of L'evy and L'evy-type processes. The paper includes an extensive list of L'evy(-type) processes satisfying the assumptions of our results.

Full work available at URL: https://arxiv.org/abs/1702.00778

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zbMATH Keywords

existenceFeller processheat kernel estimatesjump processesLévy processesLévy-driven stochastic differential equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Heat kernel (35K08) PDEs with randomness, stochastic partial differential equations (35R60) Transition functions, generators and resolvents (60J35) Pseudodifferential operators as generalizations of partial differential operators (35S05)

Cited In (25)

• Approximation of occupation time functionals
• Existence and estimates of moments for Lévy-type processes
• Heat kernels for time-dependent non-symmetric mixed Lévy-type operators
• Heat kernel of anisotropic nonlocal operators
• Heat kernels of non-symmetric Lévy-type operators
• Construction of a Lévy-type process by means of the parametrix method
• On martingale problems and Feller processes
• Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
• Uniqueness in law for stable-like processes of variable order
• On a method of the Lévy type processes construction
• Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
• Nonsymmetric Lévy-type operators
• A note on the existence of transition probability densities of Lévy processes
• Fundamental solution for super-critical non-symmetric Lévy-type operators
• Schauder estimates for Poisson equations associated with non-local Feller generators
• Heat kernel for non-local operators with variable order
• On ergodic properties of some Lévy-type processes
• Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators
• Construction and heat kernel estimates of generalstable-like Markov processes
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• Classification of Lévy processes with parabolic Kolmogorov backward equations
• Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes
• Parametrix construction for certain Lévy-type processes
• On weak solution of SDE driven by inhomogeneous singular Lévy noise
• Stability of Markov processes generated by Lévy type operators

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