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

DOI10.1016/j.spa.2020.07.011zbMath1454.60079arXiv1906.07173OpenAlexW3044328798MaRDI QIDQ2229684

Michał Ryznar, Tadeusz Kulczycki

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.07173

zbMATH Keywords

Borel functionLipschitz continuous

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35)

Related Items (9)

Regularity estimates for fractional orthotropic \(p\)-Laplacians of mixed order ⋮ Heat kernel bounds for nonlocal operators with singular kernels ⋮ On weak solution of SDE driven by inhomogeneous singular Lévy noise ⋮ Support theorem for Lévy-driven stochastic differential equations ⋮ MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 ⋮ Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps ⋮ Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes ⋮ Construction and heat kernel estimates of generalstable-like Markov processes ⋮ Heat kernel of supercritical nonlocal operators with unbounded drifts

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