Parametrix construction for certain Levy-type processes

被引：7
|
作者：
Knopova, Victoria [1 ]
Kulik, Alexei [2 ]
机构：
[1] NAS Ukraine, VM Glushkov Inst Cybernet, 40 Acad Glushkov Ave, UA-03187 Kiev, Ukraine
[2] NAS Ukraine, Inst Math, UA-01601 Kiev, Ukraine
来源：
RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2015年 / 23卷 / 02期
关键词：
Transition probability density; transition density estimates; Levy-type processes; pseudo-differential operator; Levi's parametrix method;
D O I：
10.1515/rose-2014-0032
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and lower bounds, and prove some smoothness properties. Some examples are provided.
引用
收藏
页码：111 / 136
页数：26
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