Transition probabilities of Lévy-type processes: parametrix construction

DOI10.1002/MANA.201700441MaRDI QIDQ4632099zbMATH OpenOpenAlexFDO

Authors Franziska Kühn

Publication date 25 April 2019

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1702.00778

zbMATH Keywords

existenceFeller processheat kernel estimatesjump processesLévy processesLévy-driven stochastic differential equation

Mathematics Subject Classification ID

Heat kernel (35K08) PDEs with randomness, stochastic partial differential equations (35R60) Pseudodifferential operators as generalizations of partial differential operators (35S05) Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)

Abstract: We present an existence result for L'evy-type processes which requires only weak regularity assumptions on the symbol $q(x,xi)$ with respect to the space variable $x$. Applications range from existence and uniqueness results for L'evy-driven SDEs with H"older continuous coefficients to existence results for stable-like processes and L'evy-type processes with symbols of variable order. Moreover, we obtain heat kernel estimates for a class of L'evy and L'evy-type processes. The paper includes an extensive list of L'evy(-type) processes satisfying the assumptions of our results.

Recommendations

• Lévy matters VI. Lévy-type processes: moments, construction and heat kernel estimates
• A note on the existence of transition probability densities of Lévy processes
• Parametrix construction for certain Lévy-type processes
• Existence and estimates of moments for Lévy-type processes
• Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators

Cited in

(26)

• On martingale problems and Feller processes
• Approximation of occupation time functionals
• Uniqueness in law for stable-like processes of variable order
• Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
• Schauder estimates for Poisson equations associated with non-local Feller generators
• Heat kernel for non-local operators with variable order
• Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators
• Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
• Heat kernels of non-symmetric Lévy-type operators
• Heat kernel of anisotropic nonlocal operators
• Parametrix construction for certain Lévy-type processes
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• Heat kernels for time-dependent non-symmetric mixed Lévy-type operators
• Construction of a Lévy-type process by means of the parametrix method
• Classification of Lévy processes with parabolic Kolmogorov backward equations
• On a method of the Lévy type processes construction
• Stability of Markov processes generated by Lévy type operators
• Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes
• A note on the existence of transition probability densities of Lévy processes
• Construction and heat kernel estimates of general stable-like Markov processes
• On weak solution of SDE driven by inhomogeneous singular Lévy noise
• Existence and estimates of moments for Lévy-type processes
• On the rôle of singular functions in extending the probabilistic symbol to its most general class
• Fundamental solution for super-critical non-symmetric Lévy-type operators
• On ergodic properties of some Lévy-type processes
• Nonsymmetric Lévy-type operators

This page was built for publication: Transition probabilities of Lévy-type processes: parametrix construction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4632099)