Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes

DOI10.1007/s11118-016-9570-1zbMath1390.60204arXiv1412.1453OpenAlexW2271614567WikidataQ59225595 ScholiaQ59225595MaRDI QIDQ507183

Erika Hausenblas, Pani W. Fernando, Paul André Razafimandimby

Publication date: 3 February 2017

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1453

zbMATH Keywords

Sobolev-Slobodeckii spacesMarkovian semigroupgeneralized Blumenthal-Getoor indexHoh's symbolpseudo-differential operator Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Pseudodifferential operators as generalizations of partial differential operators (35S05) One-parameter semigroups and linear evolution equations (47D06) Transition functions, generators and resolvents (60J35) Fourier integral operators applied to PDEs (35S30)

Related Items

On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators, Nonlinear filtering with correlated Lévy noise characterized by copulas

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