Parametrix construction for certain Lévy-type processes

2013/07/11 by Victoria Knopova, Knopova, Victoria, Alexei Kulik +1
Mathematics · #35S05 #35S10 #47G30 #FOS: Mathematics #Primary: 60J35 #Probability (math.PR) #Secondary: 60J75 #math.PR #msc:35S05 #msc:35S10 #msc:47G30 #msc:60J35 #msc:60J75

paper · pdf · doi:10.48550/arxiv.1307.3087

arxiv created 2014/12/30 · arxiv updated 2014/12/31

Abstract

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.

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