\(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes
DOI10.3934/dcds.2018250OpenAlexW2962730617MaRDI QIDQ1791651
Linghua Chen, Espen R. Jakobsen
Publication date: 10 October 2018
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.03914
stochastic differential equationFokker-Planck equationelliptic regularitynonlocal operatorsKolmogorov forward equationsemigroup generationLévy proces
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) Integro-differential operators (47G20) Second-order parabolic equations (35K10)
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