On the martingale problem for generators of stable processes with perturbations

zbMATH Open0535.60063MaRDI QIDQ791234FDOQ791234

Publication date: 1984

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

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Cited In (68)

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

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