The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups

DOI10.1007/s00440-010-0293-8zbMath1235.60094arXiv0911.5688OpenAlexW2111851765MaRDI QIDQ644790

Vassili N. Kolokol'tsov

Publication date: 7 November 2011

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.5688

zbMATH Keywords

coupling of Lévy processeslinear and nonlinear Markov semigroupsnonlinear integratorspseudo-differential generatorsstochastic equations driven by Lévy noiseWasserstein-Kantorovich metric

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic integrals (60H05) Pseudodifferential operators (47G30)

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A non-linear stable non-Gaussian process in fractional time ⋮ Coupling property and gradient estimates of Lévy processes via the symbol ⋮ High-order numerical schemes for jump-SDEs ⋮ On a class of McKean-Vlasov stochastic functional differential equations with applications ⋮ Integration by parts formula and applications to equations with jumps ⋮ The law of large numbers for quantum stochastic filtering and control of many-particle systems ⋮ CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control

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