From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet

DOI10.1007/978-3-319-34120-0zbMath1382.60005OpenAlexW2564757146MaRDI QIDQ504912

Davar Khoshnevisan, Rene L. Schilling

Publication date: 17 January 2017

Published in: Advanced Courses in Mathematics -- CRM Barcelona (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-34120-0

zbMATH Keywords

Lévy process stochastic partial differential equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Reaction-diffusion equations (35K57) Generalizations of martingales (60G48) Collections of articles of miscellaneous specific interest (00B15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (20)

On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators ⋮ Scalar conservation laws with white noise initial data ⋮ Lévy Processes, Generalized Moments and Uniform Integrability ⋮ The exploration process of critical Boltzmann planar maps decorated by a triangular $O(n)$ loop model ⋮ The Lewy-Stampacchia inequality for the fractional Laplacian and its application to anomalous unidirectional diffusion equations ⋮ Singular integrals of subordinators with applications to structural properties of SPDEs ⋮ Upper functions for sample paths of Lévy(-type) processes ⋮ Bochner's subordination and fractional caloric smoothing in Besov and Triebel–Lizorkin spaces ⋮ Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs ⋮ Optimal regularity of SPDEs with additive noise ⋮ Maximal inequalities and some applications ⋮ On infinitesimal generators of sublinear Markov semigroups ⋮ Extension and trace for nonlocal operators ⋮ Rescaling limits of the spatial Lambda-Fleming-Viot process with selection ⋮ Non-Debye relaxations: smeared time evolution, memory effects, and the Laplace exponents ⋮ A Liouville theorem for Lévy generators ⋮ Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes ⋮ Convolution inequalities for Besov and Triebel–Lizorkin spaces, and applications to convolution semigroups ⋮ For which functions are 𝑓(𝑋_{𝑡})-𝔼𝕗(𝕏_{𝕥}) and 𝕘(𝕏_{𝕥})/𝔼𝕘(𝕏_{𝕥}) martingales? ⋮ Interior Schauder estimates for elliptic equations associated with Lévy operators

This page was built for publication: From Lévy-type processes to parabolic SPDEs. Edited by Lluís Quer-Sardanyons and Frederic Utzet