A parametrix construction for the fundamental solution of the evolution equation associated with a pseudo‐differential operator generating a Markov process

DOI10.1002/MANA.200310304MaRDI QIDQ5696140zbMATH OpenOpenAlexWikidataFDO

Authors Björn Böttcher

Publication date 10 October 2005

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.200310304

zbMATH Keywords

fundamental solutionparametrix for parabolic pseudo-differential equationspseudo-differential operators generating Markov processes

Mathematics Subject Classification ID

Initial value problems for PDEs with pseudodifferential operators (35S10) Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35)

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(18)

• The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels
• Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
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• Pseudo differential operators with negative definite symbols of variable order
• Geometric approximations to transition densities of jump-type Markov processes
• On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria
• Heat kernels of non-symmetric Lévy-type operators
• Heat kernel of anisotropic nonlocal operators
• A geometric interpretation of the transition density of a symmetric Lévy process
• Transition density estimates for a class of Lévy and Lévy-type processes
• Spectral functions of subordinate Brownian motion on closed manifolds
• Construction of time-inhomogeneous Markov processes via evolution equations using pseudo-differential operators
• APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
• On the semimartingale nature of Feller processes with killing
• Aspects of micro-local analysis and geometry in the study of Lévy-type generators
• Construction and heat kernel estimates of general stable-like Markov processes
• Fundamental solution for super-critical non-symmetric Lévy-type operators
• Nonsymmetric Lévy-type operators

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