Nonlinear Markov semigroups and interacting Lévy type processes

DOI10.1007/S10955-006-9211-YzbMATH Open1110.82029OpenAlexW2028176431MaRDI QIDQ878366FDOQ878366

Vassili Kolokoltsov

Publication date: 26 April 2007

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: http://wrap.warwick.ac.uk/32389/1/WRAP_kolokoltsov_enonlinearmarkov.pdf

zbMATH Keywords

rate of convergencekinetic equationscoagulation-fragmentationconditionally positive operatorsdynamic law of large numbersinteracting stable jump-diffusionsMarkov models of interacting particlesnormal fluctuationspositivity preserving measure-valued evolutionsLévy type processes

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Central limit and other weak theorems (60F05) Interacting particle systems in time-dependent statistical mechanics (82C22)

Cites Work

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Cited In (13)

• Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
• An L2-approximation method for construction and smoothing estimates of Markov semigroups for interacting diffusion processes on a lattice
• The central limit theorem for the Smoluchovski coagulation model
• Convergence of a stochastic particle approximation for fractional scalar conservation laws
• A semigroup approach to nonlinear Lévy processes
• Fractional intertwinings between two Markov semigroups
• Nonlinear Markov processes: Deterministic case
• Stochastic monotonicity and duality for one-dimensional Markov processes
• NUMERIC AND EXACT SOLUTIONS OF THE NONLINEAR CHAPMAN–KOLMOGOROV EQUATION: A CASE STUDY FOR A NONLINEAR SEMI-GROUP MARKOV MODEL
• Nonlinear diffusions and stable-like processes with coefficients depending on the median or var
• A McKean--Vlasov SDE and Particle System with Interaction from Reflecting Boundaries
• The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups
• On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players

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