arXiv:1307.3087 Abstract | arXiv Analytics

arXiv:1307.3087 [math.PR]Abstract References Reviews Resources

Parametrix construction for certain Lévy-type processes

Published 2013-07-11, updated 2014-12-30Version 2

In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and lower bounds, and prove some smoothness properties. Some examples are provided.

Categories: math.PR

Subjects: 60J35, 60J75, 35S05, 35S10, 47G30

Keywords: parametrix construction, lévy-type processes, application, parametrix method, local time

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