Parametrix construction for certain Lévy-type processes

DOI10.1515/ROSE-2014-0032zbMath1321.60150arXiv1307.3087OpenAlexW2962971870MaRDI QIDQ2516017

Viktoria P. Knopova, Alexei M. Kulik

Publication date: 7 August 2015

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.3087

zbMATH Keywords

pseudo-differential operatortransition probability densityLévy-type processesparametrix construction

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Pseudodifferential operators as generalizations of partial differential operators (35S05) Transition functions, generators and resolvents (60J35) Pseudodifferential operators (47G30) Initial value problems for PDEs with pseudodifferential operators (35S10)

Related Items (5)

Estimates of heat kernels of non-symmetric Lévy processes ⋮ On the Feynman-Kac semigroup for some Markov processes ⋮ Heat kernel for non-local operators with variable order ⋮ Fundamental solution for super-critical non-symmetric Lévy-type operators ⋮ Heat kernels of non-symmetric Lévy-type operators

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