Maximum principles for nonlocal parabolic Waldenfels operators

DOI10.1142/S1664360719500152zbMath1467.35073arXiv1607.02836OpenAlexW2474071478WikidataQ128088255 ScholiaQ128088255MaRDI QIDQ4997859

Jiang-Lun Wu, Qiao Huang, Jin-qiao Duan

Publication date: 30 June 2021

Published in: Bulletin of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.02836

zbMATH Keywords

weak and strong maximum principlesstochastic differential equations with \(\alpha\)-stable Lévy processes

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) PDEs with randomness, stochastic partial differential equations (35R60) Integro-differential operators (47G20) Second-order parabolic equations (35K10) Integro-partial differential equations (35R09) Fokker-Planck equations (35Q84) Jump processes on general state spaces (60J76)

Related Items (3)

Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation ⋮ Fokker-Planck equation driven by asymmetric Lévy motion ⋮ Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises

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