[图书][B] Markov processes, semigroups, and generators

VN Kolokoltsov - 2011 - books.google.com
Markov processes represent a universal model for a large variety of real life random
evolutions. The wide flow of new ideas, tools, methods and applications constantly pours …

The symbol associated with the solution of a stochastic differential equation

R Schilling, A Schnurr - 2010 - projecteuclid.org
We consider stochastic differential equations which are driven by multidimensional Levy
processes. We show that the infinitesimal generator of the solution is a pseudo-differential …

The method of Chernoff approximation

YA Butko - Conference on Semigroups of Operators: Theory and …, 2018 - Springer
This survey describes the method of approximation of operator semigroups, based on the
Chernoff theorem. We outline recent results in this domain as well as clarify relations …

Feller evolution systems: Generators and approximation

B Böttcher - Stochastics and Dynamics, 2014 - World Scientific
A time and space inhomogeneous Markov process is a Feller evolution process, if the
corresponding evolution system on the continuous functions vanishing at infinity is strongly …

Strong Feller continuity of Feller processes and semigroups

RL Schilling, J Wang - Infinite Dimensional Analysis, Quantum …, 2012 - World Scientific
We study two equivalent characterizations of the strong Feller property for a Markov process
and of the associated sub-Markovian semigroup. One is described in terms of locally uniform …

Lagrangian and Hamiltonian Feynman formulae for some Feller semigroups and their perturbations

YA Butko, RL Schilling… - … , Quantum Probability and …, 2012 - World Scientific
A Feynman formula is a representation of a solution of an initial (or initial-boundary) value
problem for an evolution equation (or, equivalently, a representation of the semigroup …

[HTML][HTML] Long-time behavior of stable-like processes

N Sandrić - Stochastic processes and their applications, 2013 - Elsevier
In this paper, we consider a long-time behavior of stable-like processes. A stable-like
process is a Feller process given by the symbol p (x, ξ)=− iβ (x) ξ+ γ (x)| ξ| α (x), where α …

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

VN Kolokoltsov - Probability theory and related fields, 2011 - Springer
Ito's construction of Markovian solutions to stochastic equations driven by a Lévy noise is
extended to nonlinear distribution dependent integrands aiming at the effective construction …

[PDF][PDF] Upper estimates of transition densities for stable-dominated semigroups

K Kaleta, P Sztonyk - arXiv preprint arXiv:1209.4096, 2012 - arxiv.org
arXiv:1209.4096v1 [math.PR] 18 Sep 2012 Upper estimates of transition densities for stable-dominated
semigroups Page 1 arXiv:1209.4096v1 [math.PR] 18 Sep 2012 Upper estimates of transition …

[HTML][HTML] Feller processes: The next generation in modeling. Brownian motion, Lévy processes and beyond

B Böttcher - PLoS One, 2010 - journals.plos.org
We present a simple construction method for Feller processes and a framework for the
generation of sample paths of Feller processes. The construction is based on state space …