Construction of a Lévy-type process by means of the parametrix method

DOI10.15407/DOPOVIDI2016.05.022zbMath1363.60069OpenAlexW2401481207MaRDI QIDQ2818895

Alexei M. Kulik, Viktoria P. Knopova

Publication date: 27 September 2016

Published in: Reports of the National Academy of Sciences of Ukraine (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15407/dopovidi2016.05.022

zbMATH Keywords

generatorpseudodifferential operatorLévy-type processparametrix methodtransition probability density

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Pseudodifferential operators (47G30) Initial value problems for PDEs with pseudodifferential operators (35S10)

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