On multidimensional diffusion processes with jumps

MaRDI QIDQ479196zbMATH OpenFDO

Authors Toshihiro Uemura

Publication date 5 December 2014

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ojm/1414761907

zbMATH Keywords

diffusion processsemi-Dirichlet form

Mathematics Subject Classification ID

Dirichlet forms (31C25) Stable stochastic processes (60G52)

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Cited in

(21)

• On parabolic inequalities for generators of diffusions with jumps
• Ergodicity for multidimensional jump diffusions with position dependent jump rate
• Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms
• A PDE approach to jump-diffusions
• Point Processes and Jump Diffusions
• Fukushima type decomposition for semi-Dirichlet forms
• Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms
• Stochastic calculus for Markov processes associated with semi-Dirichlet forms
• scientific article; zbMATH DE number 5029465 (Why is no real title available?)
• The complement value problem for non-local operators
• Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications
• MULTIPLICITIES OF EIGENVALUES OF THE DIFFUSION OPERATOR WITH RANDOM JUMPS FROM THE BOUNDARY
• Dirichlet forms for singular diffusion in higher dimensions
• Jump-diffusion processes in random environments
• On Dirichlet forms and semi-Dirichlet forms. Remarks on the book ``Semi-Dirichlet forms and Markov processes by Yoichi Oshima
• Jump processes as generalized gradient flows
• Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms
• Transformations of diffusions with jumps
• scientific article; zbMATH DE number 5693693 (Why is no real title available?)
• Lévy-Khintchine type representation of Dirichlet generators and semi-Dirichlet forms
• On the conservativeness of some Markov processes

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