On parabolic inequalities for generators of diffusions with jumps

DOI10.1007/s00440-013-0485-0zbMath1293.60073OpenAlexW2073854063MaRDI QIDQ2447289

Vladimir I. Bogachev, Stanislav V. Shaposhnikov, Michael Roeckner

Publication date: 25 April 2014

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-013-0485-0

zbMATH Keywords

transition probabilitiesabsolute continuityFokker-Planck-Kolmogorov equationjump diffusions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Integro-partial differential equations (45K05) Diffusion processes (60J60) Integro-partial differential equations (35R09)

Related Items (3)

Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Ergodicity of stochastic differential equations with jumps and singular coefficients ⋮ Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels

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