Smoothness of continuous state branching with immigration semigroups
DOI10.1016/j.jmaa.2017.10.071zbMath1493.47053arXiv1806.00507OpenAlexW2963084692MaRDI QIDQ1684781
Pierre Patie, Ronnie Loeffen, Marie Chazal
Publication date: 12 December 2017
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.00507
spectral theoryMarkov semigroupsLaguerre polynomialsBernstein functionsnon-self-adjoint integro-differential operatorscontinuous state branching processes with immigration
Groups and semigroups of linear operators (47D03) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Integro-differential operators (47G20) Second-order parabolic equations (35K10) Nonselfadjoint operators (47B28)
Related Items (7)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Lamperti-type representation of continuous-state branching processes with immigration
- The sector constants of continuous state branching processes with immigration
- On the limit distributions of continuous-state branching processes with immigration
- Local extinction in continuous-state branching processes with immigration
- On Malliavin's proof of Hörmander's theorem
- Smoothness of scale functions for spectrally negative Lévy processes
- Spectral decomposition of fractional operators and a reflected stable semigroup
- On the hitting times of continuous-state branching processes with immigration
- Changing the branching mechanism of a continuous state branching process using immigration
- Smooth densities for solutions to stochastic differential equations with jumps
- Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump
- Equivalence of infinitely divisible distributions
- Spectral properties for a class of continuous state branching processes with immigration.
- Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials
- On the existence of smooth densities for jump processes
- Completely asymmetric Lévy processes confined in a finite interval
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
- Fluctuations of Lévy processes with applications. Introductory lectures
- Density approximations for multivariate affine jump-diffusion processes
- Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct
- An introduction to infinite-dimensional analysis
- Orthogonal polynomials with Brenke type generating functions
- Spectral representation for branching processes with immigration on the real half line
- STRONG FELLER CONTINUITY OF FELLER PROCESSES AND SEMIGROUPS
- Measure-Valued Branching Markov Processes
- Regularity theory for fully nonlinear integro-differential equations
- Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations
- A note on the existence of transition probability densities of Lévy processes
- Analysis and Geometry of Markov Diffusion Operators
- On the Continuity Properties of $L$ Functions
- Limit theorems for continuous state branching processes with immigration
- On the Infinitesimal Generators of Integral Convolutions
- Bernstein functions. Theory and applications
This page was built for publication: Smoothness of continuous state branching with immigration semigroups
