scientific article; zbMATH DE number 934730

Publication date: 14 October 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Dirichlet problem subordination Lévy process Feller semigroup Dirichlet space martingale problem path properties negative definite function non-local generator

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Pseudodifferential operators and other generalizations of partial differential operators (35S99)

Related Items

Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian, Limit theorems for coupled continuous time random walks., Reflected spectrally negative stable processes and their governing equations, Fundamental solutions and decay of fully non-local problems, Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise, Notes on ultraslow nonlocal telegraph evolution equations, Optimal Stopping Problem Associated with Jump-diffusion Processes, Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group, Option pricing under some Lévy-like stochastic processes, CONCENTRATION OF INVARIANT MEASURES FOR STOCHASTIC GENERALIZED POROUS MEDIA EQUATIONS, The positive maximum principle on Lie groups, Implicit difference scheme of the space-time fractional advection diffusion equation, Fractional reproduction-dispersal equations and heavy tail dispersal kernels, From Markov processes to semimartingales, Two families of functions related to the fractional powers of generators of strongly continuous contraction semigroups., Distributed-order fractional diffusions on bounded domains, On the semimartingale nature of Feller processes with killing, Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms., Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps, On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise, On parabolic inequalities for generators of diffusions with jumps, Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels, BOUNDARY PROBLEMS FOR FRACTIONAL LAPLACIANS, Application of the lent particle method to Poisson-driven SDEs, Fractional Cauchy Problem with Applications to Anomalous Diffusion, Triangular array limits for continuous time random walks, Transient anomalous sub-diffusion on bounded domains, Stochastic solutions of conformable fractional Cauchy problems, Simulation of the continuous time random walk of the space-fractional diffusion equations, Fractional derivatives, non-symmetric and time-dependent Dirichlet forms and the drift form, Multiplicative asymptotics of solutions of the first boundary value problem on a half-axis for a parabolic equation with a small parameter, STOCHASTIC SOLUTIONS OF A CLASS OF HIGHER ORDER CAUCHY PROBLEMS IN ℝ^d, Dirichlet operators and the positive maximum principle, Critical nonlinearity exponent and self-similar asymptotics for Lévy conservation laws, A semigroup approach to harmonic maps, Pseudo-differential operators and Markov semigroups on compact Lie groups, The fourth characteristic of a semimartingale, Characterisations of function spaces of generalised smoothness, Stochastic model for ultraslow diffusion, Towards an \(L^p\) potential theory for sub-Markovian semigroups: kernels and capacities, Brownian subordinators and fractional Cauchy problems, On inverse spectral theory for selfadjoint extensions: Mixed types of spectra, Trotter products and reaction-diffusion equations, Non-local in time telegraph equations and very slowly growing variances, Interior Schauder estimates for elliptic equations associated with Lévy operators