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A semigroup approach to nonlinear Lévy processes - MaRDI portal

A semigroup approach to nonlinear Lévy processes (Q2301490)

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A semigroup approach to nonlinear Lévy processes
scientific article

    Statements

    title
    A semigroup approach to nonlinear Lévy processes (English)
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    author
    Robert Denk
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    Michael Kupper
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    Max Nendel
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    publication date
    24 February 2020
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    zbMATH Keywords
    Lévy process
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    convex expectation space
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    Markovian convolution semigroup
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    fully nonlinear PDE
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    Nisio semigroup
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    Identifiers

    Mathematics Subject Classification ID
    60G65
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    60G51
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    49L25
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    47H20
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    zbMATH DE Number
    7173248
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    OpenAlex ID
    W2962851780
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    arXiv ID
    1710.08130
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