Symmetric Stable Laws and Stable-Like Jump-Diffusions
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Cited in
(only showing first 100 items - show all)- Symmetric jump processes and their heat kernel estimates
- The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels
- An approximation result for a class of stochastic heat equations with colored noise
- \(L^p\) estimates for degenerate non-local Kolmogorov operators
- Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
- Perturbation by non-local operators
- On weak uniqueness and distributional properties of a solution to an SDE with -stable noise
- Intermittency and stochastic pseudo-differential equation with spatially inhomogeneous white noise
- Uniform dimension results for a family of Markov processes
- \(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes
- Extension of Mikhlin multiplier theorem to fractional derivatives and stable processes
- Hausdorff dimension of the range and the graph of stable-like processes
- Banks' criterion and symmetric stable laws with index of stability between one-half and one
- Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process
- Uniqueness in law for stable-like processes of variable order
- A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise
- Heat kernel of supercritical nonlocal operators with unbounded drifts
- Estimates of heat kernels of non-symmetric Lévy processes
- Improved bounds for reaction-diffusion propagation driven by a line of nonlocal diffusion
- A non-linear stable non-Gaussian process in fractional time
- Heat kernel for non-local operators with variable order
- Critical parameters for reaction-diffusion equations involving space-time fractional derivatives
- The Osgood condition for stochastic partial differential equations
- On sub-geometric ergodicity of diffusion processes
- Well-posedness of some non-linear stable driven SDEs
- Precise asymptotic approximations for kernels corresponding to Lévy processes
- On a semilinear stochastic partial differential equation with double-parameter fractional noises
- Stochastic control of SDEs associated with Lévy generators and application to financial optimization
- Heat kernels of non-symmetric Lévy-type operators
- Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions
- Heat kernel estimates for symmetric jump processes with mixed polynomial growths
- Schauder estimates for drifted fractional operators in the supercritical case
- Heat kernel of anisotropic nonlocal operators
- An invariance principle for the stochastic heat equation
- Lower bounds of the Hausdorff dimension for the images of Feller processes
- The spreading property for a prey-predator reaction-diffusion system with fractional diffusion
- The influence of fractional diffusion in Fisher-KPP equations
- A remark on non-local operators with variable order
- Heat kernels for non-symmetric diffusion operators with jumps
- Gradient estimates and symmetrization for Fisher-KPP front propagation with fractional diffusion
- Transition density estimates for a class of Lévy and Lévy-type processes
- Heat kernel estimates for jump processes of mixed types on metric measure spaces
- A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
- Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
- Heat kernel estimates for stable-like processes on d-sets.
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes
- On multidimensional stable-driven stochastic differential equations with Besov drift
- Solving a nonlinear fractional stochastic partial differential equation with fractional noise
- Transition probabilities for symmetric jump processes
- Long-time behavior for a class of Feller processes
- Numerical analysis of a new space-time variable fractional order advection-dispersion equation
- Some theorems on Feller processes: transience, local times and ultracontractivity
- Strong Feller continuity of Feller processes and semigroups
- Heat kernels and analyticity of non-symmetric jump diffusion semigroups
- Ergodicity of Lévy-type processes
- Multifractional Markov processes in heterogeneous domains
- A novel numerical method for the time variable fractional order mobile-immobile advection-dispersion model
- The effect of a line with nonlocal diffusion on Fisher-KPP propagation
- An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
- APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS
- Non-local Dirichlet forms and symmetric jump processes
- Nonlinear diffusions and stable-like processes with coefficients depending on the median or var
- Meyers inequality and strong stability for stable-like operators
- On the small-time behaviour of Lévy-type processes
- Pathwise uniqueness for singular SDEs driven by stable processes
- On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\)
- Coupling by reflection and Hölder regularity for non-local operators of variable order
- On a nonlinear stochastic pseudo-differential equation driven by fractional noise
- The stability of the equilibria of the Allen-Cahn equation with fractional diffusion
- Recurrence and transience criteria for two cases of stable-like Markov chains
- Transition between linear and exponential propagation in Fisher-KPP type reaction-diffusion equations
- A multi-step Richardson-Romberg extrapolation method for stochastic approximation
- Transition density estimates for diagonal systems of SDEs driven by cylindrical -stable processes
- Maximum principles for nonlocal parabolic Waldenfels operators
- Fractional-in-time and multifractional-in-space stochastic partial differential equations
- Construction and heat kernel estimates of general stable-like Markov processes
- On weak solution of SDE driven by inhomogeneous singular Lévy noise
- On a semilinear double fractional heat equation driven by fractional Brownian sheet
- Optimal existence and uniqueness theory for the fractional heat equation
- Moderate deviations for a class of semilinear SPDE with fractional noises
- Fractional thoughts
- Regularity and Sensitivity for McKean-Vlasov Type SPDEs Generated by Stable-like Processes
- Stability of densities for perturbed diffusions and Markov chains
- Weak error for stable driven stochastic differential equations: expansion of the densities
- Nonlinear equations for fractional Laplacians. II: Existence, uniqueness, and qualitative properties of solutions
- Hölder Continuity of Harmonic Functions with Respect to Operators of Variable Order
- Asymptotic behaviour for the fractional heat equation in the Euclidean space
- Weak error for continuous time Markov chains related to fractional in time P(I)DEs
- Blow-up for a non-linear stable non-Gaussian process in fractional time
- Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise
- A simple flattening lower bound for solutions to some linear integro-differential equations
- Solving a non-linear stochastic pseudo-differential equation of Burgers type
- Blow‐up regions for a class of fractional evolution equations with smoothed quadratic nonlinearities
- Homogenization of non-symmetric jump processes
- Gaussian fluctuation for spatial average of the stochastic pseudo-partial differential equation with fractional noise
- CTRW approximations for fractional equations with variable order
- Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients
- Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models
- Fundamental solution for super-critical non-symmetric Lévy-type operators
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