On the martingale problem for generators of stable processes with perturbations
From MaRDI portal
Publication:791234
zbMath0535.60063MaRDI QIDQ791234
Publication date: 1984
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Markov processes (60J99)
Related Items
Quantitative normal approximations for the stochastic fractional heat equation, The martingale problem for a class of pseudo differential operators, Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise, Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation, On a stochastic partial differential equation with non-local diffusion, Perturbation by non-local operators, Large deviations for a fractional stochastic heat equation in spatial dimension ℝd driven by a spatially correlated noise, Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient, Harnack inequalities for non-local operators of variable order, Uniqueness in law for pure jump Markov processes, Stochastic fractional heat equations driven by fractional noises, On path-independent Girsanov transform, Nonlinear Markov semigroups and interacting Lévy type processes, On recurrence and transience of some Lévy-type processes in ℝ, On some smoothening effects of the transition semigroup of a Lévy process, Boundedness of non-local operators with spatially dependent coefficients and \(L_p\)-estimates for non-local equations, Occupation times for stable-like processes, Existence-Uniqueness for Nonlinear Integro-differential Equations with Drift in \({\boldsymbol{\mathbb{R}}^{{\textrm{d}}}}\), On admissible singular drifts of symmetric α‐stable process, On weak solutions of SDEs with singular time-dependent drift and driven by stable processes, \(L_p\)-estimates for solutions of equations governed by operators like the anisotropic fractional Laplacian, Fractional stochastic active scalar equations generalizing the multi-dimensional quasi-geostrophic \& 2D-Navier-Stokes equations: the general case, Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures, On ergodic properties of some Lévy-type processes, On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space, On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem, On a jump-type stochastic fractional partial differential equation with fractional noises, On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise, Unnamed Item, Weak well-posedness of multidimensional stable driven SDEs in the critical case, On a fractional SPDE driven by fractional noise and a pure jump Lévy noise in \(\mathbb{R}^d\), On \(L_p\)-estimates for a class of non-local elliptic equations, Regularity of a fractional partial differential equation driven by space-time white noise, On degenerate linear stochastic evolution equations driven by jump processes, Harnack inequality for non-local Schrödinger operators, Weak convergence for a class of stochastic fractional equations driven by fractional noise, On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem, Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density, Exploding solutions for a nonlocal quadratic evolution problem, On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes, Stochastic control of SDEs associated with Lévy generators and application to financial optimization, On a nonlinear equation with fractional derivative, Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions, Explicit solutions of some fractional partial differential equations via stable subordinators, On the critical nonlinear damped wave equation with large initial data, Moderate deviations for stochastic fractional heat equation driven by fractional noise, On Hölder solutions of the integro-differential Zakai equation, Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations, The martingale problem for a class of stable-like processes, Fractal Burgers equations, Central limit theorem for a fractional stochastic heat equation with spatially correlated noise, On solutions of one-dimensional stochastic differential equations driven by stable Lévy motion, The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels, Feller generators with measurable lower order terms, On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension, Moderate deviations for a fractional stochastic heat equation with spatially correlated noise, A class of Feller semigroups generated by pseudodifferential operators, Construction and heat kernel estimates of generalstable-like Markov processes, Systems of equations driven by stable processes, On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces, On the martingale problem associated with nondegenerate Lévy operators
