{ "id": "1702.00778", "version": "v1", "published": "2017-02-02T18:30:24.000Z", "updated": "2017-02-02T18:30:24.000Z", "title": "Transition probabilities of Lévy-type processes: Parametrix construction", "authors": [ "Franziska Kühn" ], "categories": [ "math.PR" ], "abstract": "We present an existence result for L\\'evy-type processes which requires only weak regularity assumptions on the symbol $q(x,\\xi)$ with respect to the space variable $x$. Applications range from existence and uniqueness results for L\\'evy-driven SDEs with H\\\"{o}lder continuous coefficients to existence results for stable-like processes and L\\'evy-type processes with symbols of variable order. Moreover, we obtain heat kernel estimates for a class of L\\'evy and L\\'evy-type processes. The paper includes an extensive list of L\\'evy(-type) processes satisfying the assumptions of our results.", "revisions": [ { "version": "v1", "updated": "2017-02-02T18:30:24.000Z" } ], "analyses": { "subjects": [ "60J35", "60J25", "60G51", "60H10", "60J75", "35S05" ], "keywords": [ "lévy-type processes", "parametrix construction", "transition probabilities", "levy-type processes", "existence result" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }