Smooth properties for semigroups of Lévy processes and their application

DOI10.1016/j.spl.2014.02.013zbMath1315.60051OpenAlexW2065739030MaRDI QIDQ2453898

Jian Wang

Publication date: 11 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.02.013

zbMATH Keywords

Lévy processessemigroupsstochastic differential equationsstrong Feller property

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Pseudodifferential operators as generalizations of partial differential operators (35S05)

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