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Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates

  • Published:2020-12 Issue:12 Volume:130 Page:7185-7217
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Kulczycki Tadeusz,Ryznar Michał

Funder

National Science Centre

Wrocław University of Science and Technology, Poland

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference42 articles.

1. Regularity of harmonic functions for a class of singular stable-like processes;Bass;Math. Z.,2010

2. Density and tails of unimodal convolution semigroups;Bogdan;J. Funct. Anal.,2014

3. Estimates of heat kernel of fractional Laplacian perturbed by gradient operators;Bogdan;Comm. Math. Phys.,2007

4. Heat kernel of anisotropic nonlocal operators;Bogdan;Doc. Math.,2020

5. The martingale problem for anisotropic nonlocal operators;Chaker;Math. Nachr.,2019

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