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  • Search: subject:"Feller semigroup"
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Feller semigroup 2 Heat kernel 1 Kato class 1 Killed process 1 Lévy system 1 Negative definite symbol 1 Perturbation 1 Positivity 1 Semimartingale 1 Transition density 1
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Article 2
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Chen, Zhen-Qing 1 Hu, Eryan 1 Schnurr, Alexander 1
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Stochastic Processes and their Applications 2
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RePEc 2
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Heat kernel estimates for Δ+Δα/2 under gradient perturbation
Chen, Zhen-Qing; Hu, Eryan - In: Stochastic Processes and their Applications 125 (2015) 7, pp. 2603-2642
For α∈(0,2) and M0, we consider a family of nonlocal operators {Δ+aαΔα/2,a∈(0,M]} on Rd under Kato class gradient perturbation. We establish the existence and uniqueness of their fundamental solutions, and derive their sharp two-sided estimates. The estimates give explicit dependence on...
Persistent link: https://www.econbiz.de/10011264611
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On the semimartingale nature of Feller processes with killing
Schnurr, Alexander - In: Stochastic Processes and their Applications 122 (2012) 7, pp. 2758-2780
Let U be an open set in Rd. We show that under a mild assumption on the richness of the generator, a Feller process in (U,B(U)) with (predictable) killing is a semimartingale. To this end, we generalize the notion of semimartingales in a natural way to those ‘with killing’. Furthermore we...
Persistent link: https://www.econbiz.de/10010577834
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