On weak solution of SDE driven by inhomogeneous singular Lévy noise (Q5082369)

scientific article; zbMATH DE number 7542895

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English	On weak solution of SDE driven by inhomogeneous singular Lévy noise	scientific article; zbMATH DE number 7542895

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instance of

scholarly article

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title

On weak solution of SDE driven by inhomogeneous singular Lévy noise (English)

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Transactions of the American Mathematical Society

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publication date

16 June 2022

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full work available at URL

https://arxiv.org/abs/2104.08129

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zbMATH Keywords

singular Lévy noise

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strong Feller property

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MaRDI profile type

MaRDI publication profile

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cites work

Density and tails of unimodal convolution semigroups

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Heat kernel of anisotropic nonlocal operators

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Hölder regularity and gradient estimates for SDEs driven by cylindrical $\alpha $-stable processes

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Heat kernels for non-symmetric diffusion operators with jumps

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Heat kernels and analyticity of non-symmetric jump diffusion semigroups

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Heat kernels for time-dependent non-symmetric stable-like operators

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On the inverse function theorem

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Existence of densities for stable-like driven SDEs with Hölder continuous coefficients

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Analytic methods in the theory of differential and pseudo-differential equations of parabolic type

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Q5711199

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Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)

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Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps

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On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes

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Heat kernels of non-symmetric Lévy-type operators

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Lévy processes: concentration function and heat kernel bounds

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Change of variables formula under minimal assumptions

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Q3959169

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Fractional Differential Equations

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Parametrix construction of the transition probability density of the solution to an SDE driven by $\alpha$-stable noise

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Construction and heat kernel estimates of generalstable-like Markov processes

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Transition density estimates for a class of Lévy and Lévy-type processes

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PARABOLIC PSEUDODIFFERENTIAL EQUATIONS, HYPERSINGULAR INTEGRALS, AND MARKOV PROCESSES

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Symmetric Stable Laws and Stable-Like Jump-Diffusions

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Lévy matters VI. Lévy-type processes: moments, construction and heat kernel estimates

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Transition probabilities of Lévy‐type processes: Parametrix construction

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Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates

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Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes

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Strong Feller property for SDEs driven by multiplicative cylindrical stable noise

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Approximation in law of locally $\alpha $-stable Lévy-type processes by non-linear regressions

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On weak uniqueness and distributional properties of a solution to an SDE with $\alpha$-stable noise

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Multidimensional diffusion processes.

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Estimates of densities for Lévy processes with lower intensity of large jumps

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Identifiers

zbMATH Open document ID

1503.60068

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DOI

10.1090/tran/8612

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5082369