Stable processes with reflections

DOI10.1016/J.SPA.2025.104654MaRDI QIDQ6966283zbMATH OpenFDO

Authors Krzysztof Bogdan, Markus Kunze

Publication date 30 June 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104654

zbMATH Keywords

fractional LaplacianHunt processstable Lévy processstationary distributionstrong Markov property

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Jump processes on general state spaces (60J76)

Cites work

• A construction of markov processes by piecing out
• Branching Markov processes. I
• Branching Markov processes. II
• Branching Markov processes. III
• Concatenation and pasting of right processes
• Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs
• Diffusion Processes in One Dimension
• Diffusion with nonlocal boundary conditions
• Diffusion with nonlocal Dirichlet boundary conditions on domains
• Dirichlet forms and symmetric Markov processes.
• Ergodic behavior of diffusions with random jumps from the boundary
• Ergodicity for Infinite Dimensional Systems
• Foundations of modern probability. In 2 volumes
• scientific article; zbMATH DE number 3973995 (Why is no real title available?)
• scientific article; zbMATH DE number 193631 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Introduction to ergodic rates for Markov chains and processes. With applications to limit theorems
• Lévy Systems and Moment Formulas for Mixed Poisson Integrals
• Markov Processes, Brownian Motion, and Time Symmetry
• Measures, integrals and martingales
• On Feller semigroups generated by elliptic operators with integro-differential boundary conditions
• On Nonlocal Perturbations of Integral Kernels
• Potential theory. An analytic and probabilistic approach to balayage
• Probabilistic proof of boundary Harnack principle for -harmonic functions
• Renaissance, recollements, mélanges, ralentissement de processus de Markov
• Semigroups, boundary value problems and Markov processes
• Spectral analysis of a family of second-order elliptic operators with nonlocal boundary condition indexed by a probability measure
• The fractional Laplacian with reflections
• The parabolic differential equations and the associated semigroups of transformation

Cited in

(2)

• Exact moduli of continuity for the local times of rebirthed Markov processes
• Nonlocal operators with Neumann conditions

This page was built for publication: Stable processes with reflections

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6966283)