On the construction of Feller processes with unbounded coefficients
暂无分享,去创建一个
[1] R. Schilling,et al. The Symbol Associated with the Solution of a Stochastic Differential Equation , 2009, 0912.1458.
[2] A Note on the Convergence of Semi-groups of Operators , 1964 .
[3] R. Schilling,et al. On the Feller property of Dirichlet forms generated by pseudo differential operators , 2007 .
[4] Björn Böttcher,et al. Construction of time‐inhomogeneous Markov processes via evolution equations using pseudo‐differential operators , 2008 .
[5] Niels Jacob,et al. Pseudo-Differential Operators and Markov Processes , 1996 .
[6] G. Kallianpur. Stochastic differential equations and diffusion processes , 1981 .
[7] A. Shiryaev,et al. Limit Theorems for Stochastic Processes , 1987 .
[8] Richard F. Bass,et al. Uniqueness in law for pure jump Markov processes , 1988 .
[9] Takashi Komatsu,et al. Pseudo-differential operators and Markov processes , 1984 .
[10] R. Schilling. Conservativeness and Extensions of Feller Semigroups , 1998 .
[11] R. Schilling,et al. Some theorems on Feller processes: transience, local times and ultracontractivity , 2011, 1108.3246.
[12] Björn Böttcher,et al. Feller Processes: The Next Generation in Modeling. Brownian Motion, Lévy Processes and Beyond , 2010, PloS one.
[13] B. Böttcher. A parametrix construction for the fundamental solution of the evolution equation associated with a pseudo‐differential operator generating a Markov process , 2005 .
[14] A. Kochubei. PARABOLIC PSEUDODIFFERENTIAL EQUATIONS, HYPERSINGULAR INTEGRALS, AND MARKOV PROCESSES , 1989 .
[15] L. Rogers. Stochastic differential equations and diffusion processes: Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00 , 1982 .
[17] Daniel W. Stroock,et al. Diffusion processes associated with Lévy generators , 1975 .
[18] Vassili N. Kolokoltsov,et al. Symmetric Stable Laws and Stable‐Like Jump‐Diffusions , 2000 .
[19] Björn Böttcher,et al. APPROXIMATION OF FELLER PROCESSES BY MARKOV CHAINS WITH LÉVY INCREMENTS , 2009 .
[20] D. Stroock. Markov processes from K. Itô's perspective , 2003 .
[21] D. Duffie,et al. Affine Processes and Application in Finance , 2002 .
[22] René L. Schilling,et al. Growth and Hölder conditions for the sample paths of Feller processes , 1998 .
[23] Closability and resolvent of Dirichlet forms perturbed by jumps , 1993 .
[24] V. Kolokoltsov. Nonlinear Markov Processes and Kinetic Equations , 2010 .