Ernst Eberlein Jan Kallsen Page 1 Springer Finance Ernst Eberlein Jan Kallsen Mathematical
Finance Page 2 Springer Finance Editorial Board Marco Avellaneda Giovanni Barone-Adesi …

We consider the system of stochastic differential equation $ dX_t= A (X_ {t-})\, dZ_t $, $ X_0=
x $, driven by cylindrical $\alpha $-stable process $ Z_t $ in $\mathbb {R}^ d $. We assume …

We study the existence of (Markovian) solutions to the (A,C_c^∞(R^d))-martingale problem
associated with the Lévy-type operator A with symbol q(x,ξ). Firstly, we establish conditions …

In this article, relying on Foster–Lyapunov drift conditions, we establish subexponential
upper and lower bounds on the rate of convergence in the L p-Wasserstein distance for a …

We show how Hölder estimates for Feller semigroups can be used to obtain regularity
results for solutions to the Poisson equation Af= g A f= g associated with the (extended) …

We extend some methods developed by Albeverio, Brze\'{z} niak and Wu and we show how
to apply them in order to prove existence of global strong solutions of stochastic differential …

In this paper we introduce a class of fully nonlinear mean field games posed in $[0,
T]\times\mathbb {R}^ d $. We justify that they are related to controlled local or nonlocal …

We study perturbations of Feller generators by 'lower order terms' with measurable
coefficients. We investigate which properties of the original semigroup—such as positivity …

Abstract Let (X_t)_t\geq0 be a d-dimensional Feller process with symbol q, and let
f:R^d→(0,∞) be a continuous function. In this paper, we establish a growth condition in …

There are few results on mean field game (MFG) systems where the PDEs are either fully
nonlinear or have degenerate diffusions. This paper introduces a problem that combines …